Skip to main content
Log in

A Relaxed Constant Positive Linear Dependence Constraint Qualification for Mathematical Programs with Equilibrium Constraints

  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

We introduce a relaxed version of the constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints (MPEC). This condition is weaker but easier to check than the MPEC constant positive linear dependence constraint qualification, and stronger than the MPEC Abadie constraint qualification (thus, it is an MPEC constraint qualification for M-stationarity). Neither the new constraint qualification implies the MPEC generalized quasinormality, nor the MPEC generalized quasinormality implies the new constraint qualification. The new one ensures the validity of the local MPEC error bound under certain additional assumptions. We also have improved some recent results on the existence of a local error bound in the standard nonlinear program.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Dempe, S.: Foundations of Bilevel Programming. Kluwer Academic, Dordrecht (2002)

    MATH  Google Scholar 

  2. Luo, Z.-Q., Pang, J.-S., Ralph, D.: Mathematical Programs with Equilibrium Constraints. Cambridge University Press, Cambridge (1996)

    Book  Google Scholar 

  3. Outrata, J.V., Kocvara, M., Zowe, J.: Nonsmooth Approach to Optimization Problems with Equilibrium Constraints: Theory, Applications and Numerical Results. Kluwer Academic, Boston (1998)

    Book  MATH  Google Scholar 

  4. Scheel, H., Scholtes, S.: Mathematical programs with complementarity constraints: stationarity, optimality, and sensitivity. Math. Oper. Res. 25, 1–22 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  5. Pang, J.-S.: Three modeling paradigms in mathematical programming. Math. Program. 125, 297–323 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  6. Ye, J.J.: Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints. J. Math. Anal. Appl. 307, 350–369 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  7. Flegel, M.L.: Constraint qualifications and stationarity concepts for mathematical programs with equilibrium constraints. Ph.D. dissertation, Institute of Applied Mathematics and Statistics, University of Würzburg (2005)

  8. Schwartz, A.: Mathematical Programs with Complementarity Constraints: Theory, Methods, and Applications. Ph.D. dissertation, Institute of Applied Mathematics and Statistics, University of Würzburg (2011)

  9. Izmailov, A.F., Solodov, M.V.: An active-set Newton method for mathematical programs with complementarity constraints. SIAM J. Optim. 19, 1003–1027 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  10. Jongen, H.Th., Ruckmann, J.-J., Shikhman, V.: MPCC: critical point theory. SIAM J. Optim. 20, 473–484 (2009)

    Article  MathSciNet  MATH  Google Scholar 

  11. Jongen, H.Th., Shikhman, V., Steffensen, S.: Characterization of strong stability for C-stationary points in MPCC. Math. Program. 132, 295–308 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  12. Luo, Z.-Q., Pang, J.-S., Ralph, D.: Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints. Math. Program. 75, 19–76 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  13. Pang, J.-S., Fukushima, M.: Complementarity constraint qualifications and simplified B-stationarity conditions for mathematical programs with equilibrium constraints. Comput. Optim. Appl. 13, 111–136 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  14. Ye, J.J., Ye, X.Y.: Necessary optimality conditions for optimization problems with variational inequality constraints. Math. Oper. Res. 22, 977–997 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  15. Outrata, J.V.: Optimality conditions for a class of mathematical programs with equilibrium constraints. Math. Oper. Res. 24, 627–644 (1999)

    Article  MathSciNet  MATH  Google Scholar 

  16. Flegel, M.L., Kanzow, C.: Abadie-type constraint qualification for mathematical programs with equilibrium constraints. J. Optim. Theory Appl. 124, 595–614 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  17. Flegel, M.L., Kanzow, C.: On M-stationary points for mathematical programs with equilibrium constraints. J. Math. Anal. Appl. 310, 286–302 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  18. Kanzow, C., Schwartz, A.: Mathematical programs with equilibrium constraints: enhanced Fritz John-conditions, new constraint qualifications, and improved exact penalty results. SIAM J. Optim. 20, 2730–2753 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  19. Steffensen, S., Ulbrich, M.: A new regularization scheme for mathematical programs with equilibrium constraints. SIAM J. Optim. 20, 2504–2539 (2010)

    Article  MathSciNet  MATH  Google Scholar 

  20. Hoheisel, T., Kanzow, C., Schwartz, A.: Convergence of a local regularization approach for mathematical programs with complementarity or vanishing constraints. Optim. Methods Softw. 27, 483–512 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  21. Guo, L., Lin, G.-H.: Notes on some constraint qualifications for mathematical programs with equilibrium constraints. J. Optim. Theory Appl. Online first (2012). doi:10.1007/s10957-012-0084-8

    Google Scholar 

  22. Flegel, M.L., Kanzow, C.: A Fritz John approach to first-order optimality conditions for mathematical programs with equilibrium constraints. Optimization 52, 277–286 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  23. Lin, G.H., Fukushima, M.: Hybrid approach with active set identification for mathematical programs with complementarity constraints. J. Optim. Theory Appl. 128, 1–28 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  24. Liu, G., Ye, J.J., Zhu, J.: Partial exact penalty for mathematical programs with equilibrium constraints. Set-Valued Anal. 16, 785–804 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  25. Andreani, R., Haeser, G., Schuverdt, M.L., Silva, P.J.S.: A relaxed constraint positive linear dependence constraint qualification and applications. Math. Program., Ser. A Online first (2012). doi:10.1007/s10107-011-0456-0

    Google Scholar 

  26. Mordukhovich, B.S.: Variational Analysis and Generalized Differentiation, Vol. I: Basic Theory. Springer, Berlin (2006)

    Google Scholar 

  27. Chieu, N.H., Chuong, T.D., Yao, J.-C., Yen, N.D.: Characterizing convexity of a function by its Frechet and limiting second-order subdifferentials. Set-Valued Var. Anal. 19, 75–96 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  28. Chieu, N.H., Huy, N.Q.: Second-order subdifferentials and convexity of real-valued functions. Nonlinear Anal. 74, 154–160 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  29. Chieu, N.H., Trang, N.T.Q.: Coderivative and monotonicity of continuous mappings. Taiwan. J. Math. 16, 353–365 (2012)

    MathSciNet  MATH  Google Scholar 

  30. Mordukhovich, B.S., Outrata, J.V.: On second-order subdifferentials and their applications. SIAM J. Optim. 12, 139–169 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  31. Mordukhovich, B.S., Rockafellar, R.T.: Second-order subdifferential calculus with applications to tilt stability in optimization. SIAM J. Optim. 22, 953–986 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  32. Minchenko, L., Stakhovski, S.: On relaxed constant rank regularity condition in mathematical programming. Optimization 60, 429–440 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  33. Minchenko, L., Stakhovski, S.: Parametric nonlinear programming problems under the relaxed constant rank condition. SIAM J. Optim. 21, 314–332 (2011)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The authors are grateful to two anonymous referees for insightful comments and valuable suggestions.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Gue Myung Lee.

Additional information

The first author was partially supported by the National Foundation for Science & Technology Development (Vietnam).

The second author was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MEST) (No. 2011-0018619).

Rights and permissions

Reprints and permissions

About this article

Cite this article

Chieu, N.H., Lee, G.M. A Relaxed Constant Positive Linear Dependence Constraint Qualification for Mathematical Programs with Equilibrium Constraints. J Optim Theory Appl 158, 11–32 (2013). https://doi.org/10.1007/s10957-012-0227-y

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10957-012-0227-y

Keywords

Navigation