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How Stringent Is the Linear Independence Assumption for Mathematical Programs with Complementarity Constraints?

Scholtes, Stefan; Stöhr, Michael

The liniar independence constraint qualifications (LICQ) plays an important role in the analysis of mathematical programs with complementarity constrains (MPCCs) and is a vital ingredient to convergence analyses of SQP-rype of smoothing methods, ef., e.g. Fukushima and Pang (1999), Luo et al. (1996), Scholtes and Stöhr (1999), Scholtes (2001), Stör (2000). We will argue in this paper that LICQ is not particularly stringent assumption for MPCCS. Our arguments are based on an extension of Jongen's (1977) genericity analysis to MPCCs. His definitions of nondegenerade critical points and regular programs extend naturally to MPCCs and his genericity results generalize straightforwardly to MPCCs in standard form. An extension is not as straightforward for MPCCs with the particular structure induced by lower-level stationarity conditions for variational inequalities pur optimization problems. We show that LICQ remains a generic property for this class of MPCCs.

Seitenaufrufe: 15
seit 13.05.2018
Zugehörige Institution(en) am KIT Institut für Industriebetriebslehre und Industrielle Produktion (IIP)
Publikationstyp Zeitschriftenaufsatz
Jahr 2001
Sprache Englisch
Identifikator ISSN: 0364-765X
KITopen-ID: 1000028895
Erschienen in Mathematics of Operations Research
Band 26
Heft 4
Seiten 851 - 863
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