On stability of M-stationary points in MPCCs

Title: On stability of M-stationary points in MPCCs
Creator: Červinka, Michal; Outrata, Jiri; Pištěk, M
Date: 2014
Type: Text; Journal article
Identifier: http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/77126
Identifier: vital:7660
Identifier: https://doi.org/10.1007/s11228-014-0278-3
Identifier: ISSN:1877-0533
Abstract: 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 ℝn Funding ARC- Australian Research Council
Relation: Set-Valued and Variational Analysis Vol. 22, no. 3 (2014), p. 575-595; http://purl.org/au-research/grants/arc/DP110102011
Rights: This metadata is freely available under a CCO license
Subject: Aubin property; Isolated calmness; M-stationarity; Parameterized mathematical programs with complementarity constraints; Sensitivity analysis; 0101 Pure Mathematics
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