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

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

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Article ID: iaor20134193
Volume: 158
Issue: 1
Start Page Number: 11
End Page Number: 32
Publication Date: Jul 2013
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: programming: nonlinear
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.

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