On Stability of M-stationary Points in MPCCs

We consider parameterized Mathematical Programs with Complementarity Constraints arising, e.g., in modeling of deregulated electricity markets. Using the standard rules of the generalized differential calculus we analyze qualitative stability of solutions to the respective M-stationarity conditions....

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Vydáno v:	Set-valued and variational analysis Ročník 22; číslo 3; s. 575 - 595
Hlavní autoři:	Červinka, Michal, Outrata, Jiří V., Pištěk, Miroslav
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Dordrecht Springer Netherlands 01.09.2014
Témata:	Analysis Mathematics Mathematics and Statistics Optimization 90C31 Sensitivity analysis 49K40 90C33 Aubin property Parameterized mathematical programs with complementarity constraints Isolated calmness M-stationarity
ISSN:	1877-0533, 1877-0541
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Popis
Shrnutí:	We consider parameterized Mathematical Programs with Complementarity Constraints arising, e.g., in modeling of deregulated electricity markets. Using the standard rules of the generalized differential calculus we analyze qualitative stability of solutions to the respective M-stationarity conditions. In particular, we provide characterizations and criteria for the isolated calmness and the Aubin properties of the stationarity map. To this end, we introduce the second-order limiting coderivative of mappings and provide formulas for this notion and for the graphical derivative of the limiting coderivative in the case of the normal cone mapping to ℝ + m .
ISSN:	1877-0533 1877-0541
DOI:	10.1007/s11228-014-0278-3