Further investigation on feasibility of mathematical programs with equilbrium constraints

Further investigation on feasibility of mathematical programs with equilbrium constraints

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Article ID: iaor2004754
Country: United Kingdom
Volume: 44
Issue: 1/2
Start Page Number: 7
End Page Number: 11
Publication Date: Jul 2002
Journal: Computers & Mathematics with Applications
Authors:
Keywords: programming: quadratic
Abstract:

In this paper, we present feasibility conditions for mathematical programs with affine equilibrium constraints (MPECs) where additional joint constraints are present that must be satisfied by the state and design variables of the problems. We show that these conditions are also sufficient for quadratic programming subproblems arising from the penalty interior point algorithm and the smooth sequential quadratic programming (SQP) algorithm for solving MPECs to be consistent.

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