On the existence of touch points for first-order state inequality constraints

1993 ◽  
Author(s):  
HANS SEYWALD ◽  
EUGENE CLIFF
Keyword(s):  
Inequality Constraints ◽  
First Order ◽  
Order State ◽  
State Inequality Constraints

scholarly journals Constraints in models of production and cost via slack-based measures

2021 ◽  
Author(s):  
Caroline Khan ◽  
Mike G. Tsionas
Keyword(s):  
Power Generation ◽  
Stochastic Frontier ◽  
Inequality Constraints ◽  
Order Conditions ◽  
Flexible Functional Forms ◽  
Cost Share ◽  
First Order ◽  
Stochastic Frontier Models ◽  
Endogenous Variables ◽  
Functional Forms

AbstractIn this paper, we propose the use of stochastic frontier models to impose theoretical regularity constraints (like monotonicity and concavity) on flexible functional forms. These constraints take the form of inequalities involving the data and the parameters of the model. We address a major concern when statistically endogenous variables are present in these inequalities. We present results with and without endogeneity in the inequality constraints. In the system case (e.g., cost-share equations) or more generally, in production function-first-order conditions case, we detect an econometric problem which we solve successfully. We provide an empirical application to US electric power generation plants during 1986–1997, previously used by several authors.

scholarly journals Relations between Abs-Normal NLPs and MPCCs. Part 2: Weak Constraint Qualifications

2021 ◽  
Vol Volume 2 (Original research articles>) ◽  
Author(s):  
Lisa C. Hegerhorst-Schultchen ◽  
Christian Kirches ◽  
Marc C. Steinbach
Keyword(s):  
Normal Form ◽  
Optimization Problems ◽  
Constraint Qualifications ◽  
Inequality Constraints ◽  
First Order ◽  
Nonlinear Programs ◽  
Mathematical Programs ◽  
Ongoing Effort ◽  
Equality And Inequality Constraints ◽  
Smooth Optimization

This work continues an ongoing effort to compare non-smooth optimization problems in abs-normal form to Mathematical Programs with Complementarity Constraints (MPCCs). We study general Nonlinear Programs with equality and inequality constraints in abs-normal form, so-called Abs-Normal NLPs, and their relation to equivalent MPCC reformulations. We introduce the concepts of Abadie's and Guignard's kink qualification and prove relations to MPCC-ACQ and MPCC-GCQ for the counterpart MPCC formulations. Due to non-uniqueness of a specific slack reformulation suggested in [10], the relations are non-trivial. It turns out that constraint qualifications of Abadie type are preserved. We also prove the weaker result that equivalence of Guginard's (and Abadie's) constraint qualifications for all branch problems hold, while the question of GCQ preservation remains open. Finally, we introduce M-stationarity and B-stationarity concepts for abs-normal NLPs and prove first order optimality conditions corresponding to MPCC counterpart formulations.

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