Category:Equilibrium constraints

This category contains mathematical programs with equilibrium constraints (MPECs). An MPEC is an optimization problem constrained by a variational inequality, which takes for generic variables / functions ${\displaystyle y_1,y_2}$ the following general form:

where ${\displaystyle Y(y_1)}$ is the feasible region for the variational inequality and given function ${\displaystyle \varphi (\cdot )}$. Variational inequalities arise in many domains and are generally referred to as equilibrium constraints. The variables ${\displaystyle y_1}$ and ${\displaystyle y_2}$ may be controls or states.

Complementarity constraints are a special case.