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Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints

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Abstract

Using the theory of exact penalization for mathematical programs with subanalytic constraints, the theory of error bounds for quadratic inequality systems, and the theory of parametric normal equations, we derive various exact penalty functions for mathematical programs subject to equilibrium constraints, and we also characterize stationary points of these programs.

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Authors and Affiliations

  1. Communications Research Laboratory, McMaster University, Room 225, L8S 4K1, Hamilton, Ont, Canada

    Zhi-Quan Luo

  2. Department of Mathematical Sciences, The Johns Hopkins University, 21218-2689, Baltimore, MD, USA

    Jong-Shi Pang

  3. Department of Mathematics, The University of Melbourne, 3052, Parkville, Vic., Australia

    Daniel Ralph

  4. Institute of Applied Mathematics, Academia Sinica, Beijing, People's Republic of China

    Shi-Quan Wu

Authors
  1. Zhi-Quan Luo
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  2. Jong-Shi Pang
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  3. Daniel Ralph
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  4. Shi-Quan Wu
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Additional information

The research of this author is based on work supported by the National Sciences and Engineering Research Council of Canada under grant OPG0090391.

The research of this author is based on work supported by the National Science Foundation under grants DDM-9104078 and CCR-9213739. Part of this paper was completed while he was visiting The University of Melbourne and The University of New South Wales.

The research of this author is based on work supported by the Australian Research Council.

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Luo, ZQ., Pang, JS., Ralph, D. et al. Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints. Mathematical Programming 75, 19–76 (1996). https://doi.org/10.1007/BF02592205

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  • DOI: https://doi.org/10.1007/BF02592205

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