Department of Applied Mathematics & Physics, Kyoto Univiversity
Technical Report #97001 (January, 1997)
Some feasibility issues in mathematical programs with equilibrium constraints
by Masao Fukushima and Jong-Shi Pang
This paper is concerned with some feasibility issues in
mathematical programs with equilibrium constraints (MPECs)
where additional joint constraints are present that must
be satisfied by the state and design variables
of the problems. We introduce sufficient conditions that
guarantee the feasibility of these MPECs. It turns out
that these conditions also guarantee the feasibility of the
quadratic programming subproblems arising from the penalty
interior point algorithm (PIPA) and the sequential quadratic
programming (SQP) algorithm for solving MPECs;
thus the same conditions ensure that these algorithms
are applicable for solving this class of jointly constrained MPECs.