具有互补约束的数学规划在MPCC-GCQ下m -平稳性的一个新的初等证明

Felix Harder
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引用次数: 3

摘要

在文献中已知,具有互补约束(mpcc)的数学规划的局部极小值是所谓的m -平稳点,如果弱mpcc定制的Guignard约束条件(称为MPCC-GCQ)成立。本文给出了这个结果的一个新的初等证明。我们的证明比现有的证明简单得多,而且不依赖于诸如限制正常锥的微积分规则等深奥的技术理论。一个关键的因素是一个猜想的证明(据我们所知,之前公开的),这个猜想是由Schinabeck在毕业论文中提出的。
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A new elementary proof for M-stationarity under MPCC-GCQ for mathematical programs with complementarity constraints
It is known in the literature that local minimizers of mathematical programs with complementarity constraints (MPCCs) are so-called M-stationary points, if a weak MPCC-tailored Guignard constraint qualification (called MPCC-GCQ) holds. In this paper we present a new elementary proof for this result. Our proof is significantly simpler than existing proofs and does not rely on deeper technical theory such as calculus rules for limiting normal cones. A crucial ingredient is a proof of a (to the best of our knowledge previously open) conjecture, which was formulated in a Diploma thesis by Schinabeck.
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