Mathematical programs with complementarity constraints: regularity, optimality comditions, and sensitivity.
sensitivity | mathematical programs with complementarity constraints
Various issues in the theory of optimization problems with complementarity constraints are examined. Along with the survey of well-known constraint qualifications and optimality conditions, a number of new results concerning second-order optimality conditions for such problems are given. These results are used in the core of this paper, which is devoted to sensitivity theory for abnormal optimization problems and its applications to problems with complementarity constraints.