Analysis of a New Sequential Optimality Condition Applied to Mathematical Programs with Equilibrium Constraints

被引:5
|
作者
Helou, Elias S. [1 ]
Santos, Sandra A. [2 ]
Simoes, Lucas E. A. [2 ]
机构
[1] Univ Sao Paulo, Sao Carlos, SP, Brazil
[2] Univ Estadual Campinas, Campinas, SP, Brazil
基金
巴西圣保罗研究基金会;
关键词
Sequential optimality condition; Optimization problem; Equilibrium constraints;
D O I
10.1007/s10957-020-01658-1
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this study, a novel sequential optimality condition for general continuous optimization problems is established. In the context of mathematical programs with equilibrium constraints, the condition is proved to ensure Clarke stationarity. Originally devised for constrained nonsmooth optimization, the proposed sequential optimality condition addresses the domain of the constraints instead of their images, capturing indistinctly the features of the complementarity and the ordinary constraints of optimization problems modeling equilibrium conditions.
引用
收藏
页码:433 / 447
页数:15
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