MPCC: strong stability of weakly nondegenerate S-stationary points

In this paper, we consider the class of mathematical programmes with complementarity constraints (MPCC). Specifically, we focus on strong stability of M- and S-stationary points for MPCC. Kojima introduced this concept for standard nonlinear optimization problems. It refers to several well-posedness properties of the underlying problem. Besides its topological definition, the challenge is to state an algebraic characterization of strong stability. We obtain such a description for S-stationary points whose components of Lagrange vectors corresponding to bi-active constraints do not mutually vanish. We call these points weakly nondegenerate. Moreover, we show that a particular constraint qualification is necessary for strong stability.

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Publication Details

Journal
Optimization
Published
2024-08-05
DOI
https://doi.org/10.1080/02331934.2024.2385648
Primary Topic
Optimization and Variational Analysis
Type
article
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article

MPCC: strong stability of weakly nondegenerate S-stationary points

Harald Günzel, Daniel Hernández Escobar, Jan-J. Rückmann
Optimization
Optimization and Variational Analysis
article

MPCC: strong stability of weakly nondegenerate S-stationary points

Harald Günzel, Daniel Hernández Escobar, Jan-J. Rückmann
article en

Abstract

In this paper, we consider the class of mathematical programmes with complementarity constraints (MPCC). Specifically, we focus on strong stability of M- and S-stationary points for MPCC. Kojima introduced this concept for standard nonlinear optimization problems. It refers to several well-posedness properties of the underlying problem. Besides its topological definition, the challenge is to state an algebraic characterization of strong stability. We obtain such a description for S-stationary points whose components of Lagrange vectors corresponding to bi-active constraints do not mutually vanish. We call these points weakly nondegenerate. Moreover, we show that a particular constraint qualification is necessary for strong stability.

OptimizationVol. 73(10)
Uppsala University (SE), University of Bergen (NO), RWTH Aachen University (DE)
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Openalex Percentile: Top 85%
Optimization and Variational Analysis
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MPCC: strong stability of weakly nondegenerate S-stationary points — Harald Günzel, Daniel Hernández Escobar, et al. · Optimization (2024) | TGRS Research Map | TGRS