Geodesic
Nondifferentiable Multiplier Rules for Optimization Problems with Equilibrium Constraints
Journal of convex analysis, Tome 16 (2009) no. 1, pp. 187-21 Cet article a éte moissonné depuis la source Heldermann Verlag

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We consider a mathematical program with equilibrium constraints (MPEC). First we obtain a Lagrange multiplier rule based on the linear subdifferential involving equality, inequality and set constraints. Then we propose new constraint qualifications for M-stationary condition to hold. Finally we establish the Fritz John and Karush-Kuhn Tucker M-stationary necessary conditions for a nonsmooth (MPEC) based on the Michel-Penot subdifferential.
Classification : 90C30, 90C46, 49J52
Mots-clés : Optimization problems, necessary optimality conditions, constraint qualification, nonsmooth analysis 
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     author = {N. Movahedian and S. Nobakhtian},
     title = {Nondifferentiable {Multiplier} {Rules} for {Optimization} {Problems} with {Equilibrium} {Constraints}},
     journal = {Journal of convex analysis},
     pages = {187--21},
     year = {2009},
     volume = {16},
     number = {1},
     url = {http://geodesic.mathdoc.fr/item/JCA_2009_16_1_JCA_2009_16_1_a9/}
}
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N. Movahedian; S. Nobakhtian. Nondifferentiable Multiplier Rules for Optimization Problems with Equilibrium Constraints. Journal of convex analysis, Tome 16 (2009) no. 1, pp. 187-21. http://geodesic.mathdoc.fr/item/JCA_2009_16_1_JCA_2009_16_1_a9/