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Optimization and equilibrium problems with equilibrium constraints

delete2005-10-01
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Boris S. Mordukhovich
DOI:10.1016/j.omega.2004.07.001delete
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Abstract

Abstract

En 中文
This paper concerns optimization and equilibrium problems with the so-called equilibrium constraints mathematical programs with equilibrium constraint (MPEC) and equilibrium problems with equilibrium constraint (EPEC), which frequently appear in applications to operations research. These classes of problems can be naturally unified in the framework of multiobjective optimization with constraints governed by parametric variational systems (generalized equations, variational inequalities, complementarity problems, etc.). We focus on necessary conditions for optimal solutions to MPECs and EPECs under general assumptions in finite-dimensional spaces. Since such problems are intrinsically nonsmooth, we use advanced tools of generalized differentiation to study optimal solutions by methods of modern variational analysis. The general results obtained are concretized for special classes of MPECs and EPECs important in applications. (c) 2004 Elsevier Ltd. All rights reserved.
Keywords:
multiobjective optimization
equilibrium constraints
optimality conditions
variational analysis
generalized differentiation
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Journal

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Omega-International Journal of Management Science
IF:
7.2
Papers:
3.7K
Citations:
1.4W

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