J. Ruckmann, D. Hernandez
In this lecture we consider mathematical problems with complementarity constraints (MPCC). Under an appropriate constraint qualification we present an algebraic characterization for the strong stability of C-stationary points for MPCCs. The concept of strong stability was introduced by Kojima in 1980 for stationary points of standard nonlinear optimization programs; it refers to uniqueness and existence of stationary points where perturbations up to second order are allowed. This lecture generalizes this concept and its algebraic characterization to the context of MPCC.
Keywords: Mathematical programs with complementarity constraints, C-stationary point, strong stability, constraint qualification
Scheduled
GT11-3 MA-3 Continuous Optimization. Tribute to Marco Antonio López
September 6, 2019 9:30 AM
I2L7. Georgina Blanes building