On M-stationary points for mathematical programs with equilibrium constraints

Mathematical programs with equilibrium constraints are optimization problems which violate most of the standard constraint qualifications. Hence the usual Karush–Kuhn–Tucker conditions cannot be viewed as first order optimality conditions unless relatively strong assumptions are satisfied. This observation has lead to a number of weaker first order conditions, with M-stationarity being the strongest among these weaker conditions. Here we show that M-stationarity is a first order optimality condition under a very weak Abadie-type constraint qualification. Our approach is inspired by the methodology employed by Jane Ye, who proved the same result using results from optimization problems with variational inequality constraints. In the course of our investigation, several concepts are translated to an MPEC setting, yielding in particular a very strong exact penalization result.  2005 Elsevier Inc. All rights reserved