Abstract
Using the theory of exact penalization for mathematical programs with subanalytic constraints, the theory of error bounds for quadratic inequality systems, and the theory of parametric normal equations, we derive various exact penalty functions for mathematical programs subject to equilibrium constraints, and we also characterize stationary points of these programs.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 19-76 |
| Number of pages | 58 |
| Journal | Mathematical Programming, Series B |
| Volume | 75 |
| Issue number | 1 |
| DOIs | |
| State | Published - Oct 31 1996 |
Bibliographical note
Funding Information:* Corresponding author. The research of this author is based on work supported by the National Sciences and Engineering Research Council of Canada under grant OPGOO90391 . ’ The research of this author is based on work supported by the National Science Foundation under grants DDM-9104078 and CCR-9213739. Part of this paper was completed while he was visiting The University of Melbourne and The University of New South Wales. * The research of this author is based on work supported by the Australian Research Council.
Keywords
- Analytic functions
- Equilibrium programs
- Error bounds
- Exact penalty functions
- Hierarchical programs
- Normal equations
- Optimality conditions