Optimality Conditions for a Class of Mathematical Programs with Equilibrium Constraints

Published Online:https://doi.org/10.1287/moor.24.3.627

The paper deals with mathematical programs, where parameter-dependent nonlinear complementarity problems arise as side constraints. Using the generalized differential calculus for nonsmooth and set-valued mappings due to B. Mordukhovich, we derive 1st-order necessary optimality conditions. The imposed constraint qualification is studied in detail and compared with other conditions arising in this context.

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