Variational Stability and Marginal Functions via Generalized Differentiation
Mathematics of Operations Research
A game-theoretic analysis of the implications of overlay network traffic on ISP peering
Computer Networks: The International Journal of Computer and Telecommunications Networking
On Stability of the Feasible Set of a Mathematical Problem with Complementarity Problems
SIAM Journal on Optimization
Subdifferentials of Marginal Functions in Semi-infinite Programming
SIAM Journal on Optimization
Necessary Optimality Conditions for Two-Stage Stochastic Programs with Equilibrium Constraints
SIAM Journal on Optimization
Mathematics of Operations Research
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The paper deals with mathematical programs, where parameter-dependent nonlinear complementarity problems arise as side constraints. Using the generalized differential calculus for nonsmooth and set-valued mappings due to B. Mordukhovich, we derive 1st-order necessary optimality conditions. The imposed constraint qualification is studied in detail and compared with other conditions arising in this context.