Theory primer

A four-page tour of the MPCC theory pympcc relies on. Skim it once if you’re new to MPCCs; it’s not a substitute for the references at the end of each page.

Page

What it covers

Why MPCCs are hard

Standard form, why off-the-shelf NLP solvers fail, the reformulation idea.

Constraint qualifications

MPCC-LICQ, MPCC-MFCQ, why standard LICQ generically fails.

Stationarity hierarchy

S- / M- / C- / A- / W-stationarity and how to certify each.

Second-order sufficient conditions

Critical cone and reduced Hessian.