Article ID: | iaor1998412 |
Country: | Netherlands |
Volume: | 75 |
Issue: | 1 |
Start Page Number: | 19 |
End Page Number: | 76 |
Publication Date: | Oct 1996 |
Journal: | Mathematical Programming |
Authors: | Pang Jong-Shi, Luo Zhi-Quan, Ralph Daniel, Wu Shi-Quan |
Keywords: | penalty functions |
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.