Duality for nonsmooth mathematical programming problems with equilibrium constraints
详细信息    查看全文
  • 作者:Sy-Ming Guu ; Shashi Kant Mishra…
  • 关键词:90C30 ; 90C46 ; mathematical programming problems with equilibrium constraints ; Wolfe ; type dual ; Mond ; Weir dual ; convexity ; nonsmooth analysis
  • 刊名:Journal of Inequalities and Applications
  • 出版年:2016
  • 出版时间:December 2016
  • 年:2016
  • 卷:2016
  • 期:1
  • 全文大小:1,351 KB
  • 参考文献:1. Luo, ZQ, Pang, JS, Ralph, D: Mathematical Programs with Equilibrium Constraints. Cambridge University Press, Cambridge (1996) CrossRef
    2. Flegel, ML, Kanzow, C: A Fritz John approach to first order optimality conditions for mathematical programs with equilibrium constraints. Optimization 52, 277-286 (2003) CrossRef MathSciNet MATH
    3. Flegel, ML, Kanzow, C: Abadie-type constraint qualification for mathematical programs with equilibrium constraints. J. Optim. Theory Appl. 124, 595-614 (2005) CrossRef MathSciNet MATH
    4. Ye, JJ: Necessary and sufficient optimality conditions for mathematical programs with equilibrium constraints. J. Math. Anal. Appl. 307, 350-369 (2005) CrossRef MathSciNet MATH
    5. Outrata, JV, Kocvara, M, Zowe, J: Nonsmooth approach to optimization problems with equilibrium constraints. In: Theory, Applications and Numerical Results. Kluwer Academic, Dordrecht (1998)
    6. Flegel, ML, Kanzow, C, Outrata, JV: Optimality conditions for disjunctive programs with application to mathematical programs with equilibrium constraints. Set-Valued Anal. 15, 139-162 (2006) CrossRef MathSciNet
    7. Movahedian, N, Nobakhtian, S: Constraint qualifications for nonsmooth mathematical programs with equilibrium constraints. Set-Valued Anal. 17, 65-95 (2009) CrossRef MathSciNet
    8. Movahedian, N, Nobakhtian, S: Nondifferentiable multiplier rules for optimization problems with equilibrium constraints. J. Convex Anal. 16(1), 187-210 (2009) MathSciNet MATH
    9. Movahedian, N, Nobakhtian, S: Necessary and sufficient conditions for nonsmooth mathematical programs with equilibrium constraints. Nonlinear Anal. 72, 2694-2705 (2010) CrossRef MathSciNet MATH
    10. Ardali, AA, Movahedian, N, Nobakhtian, S: Optimality conditions for nonsmooth equilibrium problems via Hadamard directional derivative. Set-Valued Var. Anal. (2015). doi:10.​1007/​s11228-015-0354-3
    11. Chieu, NH, Lee, GM: A relaxed constant positive linear dependence constraint qualification for mathematical programs with equilibrium constraints. J. Optim. Theory Appl. 158, 11-32 (2013) CrossRef MathSciNet MATH
    12. Guo, L, Lin, GH: Notes on some constraint qualifications for mathematical programs with equilibrium constraints. J. Optim. Theory Appl. 156, 600-616 (2013) CrossRef MathSciNet MATH
    13. Guo, L, Lin, GH, Ye, JJ: Second order optimality conditions for mathematical programs with equilibrium constraints. J. Optim. Theory Appl. 158, 33-64 (2013) CrossRef MathSciNet MATH
    14. Guo, L, Lin, GH, Ye, JJ: Solving mathematical programs with equilibrium constraints. J. Optim. Theory Appl. 166, 234-256 (2015) CrossRef MathSciNet
    15. Ye, JJ, Zhang, J: Enhanced Karush-Kuhn-Tucker conditions for mathematical programs with equilibrium constraints. J. Optim. Theory Appl. 163, 777-794 (2014) CrossRef MathSciNet MATH
    16. Raghunathan, AU, Biegler, LT: Mathematical programs with equilibrium constraints (MPECs) in process engineering. Comput. Chem. Eng. 27, 1381-1392 (2003) CrossRef
    17. Britz, W, Ferris, M, Kuhn, A: Modeling water allocating institutions based on multiple optimization problems with equilibrium constraints. Environ. Model. Softw. 46, 196-207 (2013) CrossRef
    18. Wolfe, P: A duality theorem for non-linear programming. Q. Appl. Math. 19, 239-244 (1961) MathSciNet MATH
    19. Toland, JF: A duality principle for non-convex optimisation and the calculus of variations. Arch. Ration. Mech. Anal. 71(1), 41-61 (1979) CrossRef MathSciNet MATH
    20. Toland, JF: Duality in nonconvex optimization. J. Math. Anal. Appl. 66(2), 399-415 (1978) CrossRef MathSciNet MATH
    21. Rockafellar, RT: Duality theorems for convex functions. Bull. Am. Math. Soc. 70, 189-192 (1964) CrossRef MathSciNet MATH
    22. Rockafellar, RT: Convex Analysis. Princeton University Press, Princeton (1970) CrossRef MATH
    23. Mangasarian, OL: Nonlinear Programming. McGraw-Hill, New York (1969); SIAM, Philadelphia (1994) MATH
    24. Mishra, SK, Giorgi, G: Invexity and Optimization. Springer, New York (2008) CrossRef MATH
    25. Rockafellar, RT: Directionally Lipschitzian functions and subgradiential calculus. Proc. Lond. Math. Soc. 39(2), 331-355 (1979) CrossRef MathSciNet MATH
    26. Avriel, M, Diewert, EW, Schaible, S, Zang, I: Generalized Concavity. Plenum, New York (1988) CrossRef MATH
    27. Clarke, FH: Optimization and Nonsmooth Analysis. Willey, New York (1983) MATH
    28. Aussel, D: Subdifferential properties of quasiconvex and pseudoconvex functions: unified approach. J. Optim. Theory Appl. 97(1), 29-45 (1998) CrossRef MathSciNet MATH
    29. Mordukhovich, BS: Variations Analysis and Generalized Differentiation, I: Basic Theory. Grundlehren Series (Fundamental Principles of Mathematical Sciences). Springer, Berlin (2006)
  • 作者单位:Sy-Ming Guu (1)
    Shashi Kant Mishra (2)
    Yogendra Pandey (2)

    1. College of Management, Chang Gung University and Research Division, Chang Gung Memorial Hospital, Taoyuan, Taiwan
    2. Department of Mathematics, Banaras Hindu University, Varanasi, 221005, India
  • 刊物主题:Analysis; Applications of Mathematics; Mathematics, general;
  • 出版者:Springer International Publishing
  • ISSN:1029-242X
文摘
In this paper, we consider the mathematical programs with equilibrium constraints (MPECs) in Banach space. The objective function and functions in the constraint part are assumed to be lower semicontinuous. We study the Wolfe-type dual problem for the MPEC under the convexity assumption. A Mond-Weir-type dual problem is also formulated and studied for the MPEC under convexity and generalized convexity assumptions. Conditions for weak duality theorems are given to relate the MPEC and two dual programs in Banach space, respectively. Also conditions for strong duality theorems are established in an Asplund space. Keywords mathematical programming problems with equilibrium constraints Wolfe-type dual Mond-Weir dual convexity nonsmooth analysis

© 2004-2018 中国地质图书馆版权所有 京ICP备05064691号 京公网安备11010802017129号

地址:北京市海淀区学院路29号 邮编:100083

电话:办公室:(+86 10)66554848;文献借阅、咨询服务、科技查新:66554700