Mathematical Programs with Complementarity Constraints: Stationarity, Optimality, and Sensitivity

  • Authors:
  • Holger Scheel;Stefan Scholtes

  • Affiliations:
  • -;-

  • Venue:
  • Mathematics of Operations Research
  • Year:
  • 2000

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Abstract

We study mathematical programs with complementarity constraints. Several stationarity concepts, based on a piecewise smooth formulation, are presented and compared. The concepts are related to stationarity conditions for certain smooth programs as well as to stationarity concepts for a nonsmooth exact penalty function. Further, we present Fiacco-McCormick type second order optimality conditions and an extension of the stability results of Robinson and Kojima to mathematical programs with complementarity constraints.