4.4 Article

Mathematical programs with complementarity constraints: Stationarity, optimality, and sensitivity

Journal

MATHEMATICS OF OPERATIONS RESEARCH
Volume 25, Issue 1, Pages 1-22

Publisher

INST OPERATIONS RESEARCH MANAGEMENT SCIENCES
DOI: 10.1287/moor.25.1.1.15213

Keywords

Bouligand stationarity; Clarke stationarity; vertical complementarity constraints; equilibrium constraints; exact penalty function; sensitivity; stability; strong stationarity; weak stationarity

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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.

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