This paper considers the mathematical programs with equilibrium constraints(MPEC).It is well-known that,due to the existence of equilibrium constraints,the Mangasarian-Fromovitz constraint qualification does not hold ...This paper considers the mathematical programs with equilibrium constraints(MPEC).It is well-known that,due to the existence of equilibrium constraints,the Mangasarian-Fromovitz constraint qualification does not hold at any feasible point of MPEC and hence,in general,the developed numerical algorithms for standard nonlinear programming problems can not be applied to solve MPEC directly.During the past two decades,much research has been done to develop numerical algorithms and study optimality,stability,and sensitivity for MPEC.However,there are very few results on duality for MPEC in the literature.In this paper,we present a Wolfe-type duality for MPEC and,under some suitable conditions,we establish various duality theorems such as the weak duality,direct duality,converse duality,and strict converse duality theorems.We further show that a linear MPEC is equivalent to a linear programming problem in some sense.展开更多
基金supported by the NSFC Grant(No.11401379)supported in part by the NSFC Grant(No.11431004)the China Postdoctoral Science Foundation(No.2014M550237)
文摘This paper considers the mathematical programs with equilibrium constraints(MPEC).It is well-known that,due to the existence of equilibrium constraints,the Mangasarian-Fromovitz constraint qualification does not hold at any feasible point of MPEC and hence,in general,the developed numerical algorithms for standard nonlinear programming problems can not be applied to solve MPEC directly.During the past two decades,much research has been done to develop numerical algorithms and study optimality,stability,and sensitivity for MPEC.However,there are very few results on duality for MPEC in the literature.In this paper,we present a Wolfe-type duality for MPEC and,under some suitable conditions,we establish various duality theorems such as the weak duality,direct duality,converse duality,and strict converse duality theorems.We further show that a linear MPEC is equivalent to a linear programming problem in some sense.
