The Generalized Nash Equilibrium Problem is an important model that has its roots in the economic sciences but is being fruitfully used in many different fields. In this survey paper we aim at discussing its main properties and solution algorithms, pointing out what could be useful topics for future research in the field
Optimization problems with cardinality constraints are very difficult mathematical programs which are typically solved by global techniques from discrete optimization. Here we introduce a mixed-integer formulation whose standard relaxation still has the same solutions (in the sense of global minima) as the underlying cardinality-constrained problem; the relation between the local minima is also discussed in detail. Since our reformulation is a minimization problem in continuous variables, it allows to apply ideas from that field to cardinality-constrained problems. Here, in particular, we therefore also derive suitable stationarity conditions and suggest an appropriate regularization method for the solution of optimization problems with cardinality constraints. This regularization method is shown to be globally convergent to a Mordukhovich-stationary point. Extensive numerical results are given to illustrate the behavior of this method
Abstract. We consider a difficult class of optimization problems that we call a mathematical program with vanishing constraints. Problems of this kind arise in various applications including optimal topology design problems of mechanical structures. We show that some standard constraint qualifications like LICQ and MFCQ usually do not hold at a local minimum of our program, whereas the Abadie constraint qualification is sometimes satisfied. We also introduce a suitable modification of the standard Abadie constraint qualification as well as a corresponding optimality condition, and show that this modified constraint qualification holds under fairly mild assumptions. Finally, we discuss the relation between our class of optimization problems with vanishing constraints and a mathematical program with equilibrium constraints.
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