WIAS Preprint No. 2215, (2016)

On M-stationarity conditions in MPECs and the associated qualification conditions


  • Adam, Lukáš
    ORCID: 0000-0001-8748-4308
  • Henrion, René
    ORCID: 0000-0001-5572-7213
  • Outrata, Jiří

2010 Mathematics Subject Classification

  • 65K10 90C30 90C31 90C46


  • mathematical programs with equilibrium constraints, optimality conditions, constraint qualification, calmness, perturbation mapping




Depending on whether a mathematical program with equilibrium constraints (MPEC) is considered in its original or its enhanced (via KKT conditions) form, the assumed constraint qualifications (CQs) as well as the derived necessary optimality conditions may differ significantly. In this paper, we study this issue when imposing one of the weakest possible CQs, namely the calmness of the perturbation mapping associated with the respective generalized equations in both forms of the MPEC. It is well known that the calmness property allows one to derive so-called M-stationarity conditions. The strength of assumptions and conclusions in the two forms of the MPEC is strongly related with the CQs on the 'lower level' imposed on the set whose normal cone appears in the generalized equation. For instance, under just the Mangasarian-Fromovitz CQ (a minimum assumption required for this set), the calmness properties of the original and the enhanced perturbation mapping are drastically different. They become identical in the case of a polyhedral set or when adding the Full Rank CQ. On the other hand, the resulting optimality conditions are affected too. If the considered set even satisfies the Linear Independence CQ, both the calmness assumption and the derived optimality conditions are fully equivalent for the original and the enhanced form of the MPEC. A compilation of practically relevant consequences of our analysis in the derivation of necessary optimality conditions is provided in the main Theorem 4.3. The obtained results are finally applied to MPECs with structured equilibria.

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