How stringent is the linear independence assumption for mathematical programs with complementarity constraints?

How stringent is the linear independence assumption for mathematical programs with complementarity constraints?

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Article ID: iaor20041224
Country: United States
Volume: 26
Issue: 4
Start Page Number: 851
End Page Number: 863
Publication Date: Nov 2001
Journal: Mathematics of Operations Research
Authors: ,
Abstract:

The linear independence constraint qualifications (LICQ) plays an important role in the analysis of mathematical programs with complementarity constraints (MPCCs) and is a vital ingredient to convergence analyses of SQP-type or smoothing methods. We will argue in this paper that LICQ is not a particularly stringent assumption for MPCCs. Our arguments are based on an extension of Jongen's genericity analysis of MPCCs. His definitions of nondegenerate critical points and irregular programs extend naturally to MPCCs and his genericity results generalize straightforwardly to MPCCs in standard form. An extension is not as straightforward for MPCCs with the particular structure induced by lower-level stationarity conditions for variational inequalities or optimization problems. We show that LICQ remains a generic property for this class of MPCCs.

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