A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations

被引:11
|
作者
Wu, Jia [1 ]
Zhang, Liwei [1 ]
Zhang, Yi [1 ]
机构
[1] Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China
基金
中国国家自然科学基金;
关键词
Smoothing Newton method; Generalized equations; Second-order cone; MPEC; Optimality conditions; LINEAR COMPLEMENTARITY CONSTRAINTS; EQUILIBRIUM CONSTRAINTS; CONVERGENCE PROPERTIES; OPTIMIZATION PROBLEMS; NONLINEAR PROGRAMS; RELAXATION SCHEME; SQP METHODS; REGULARIZATION; PENALIZATION; ALGORITHM;
D O I
10.1007/s10898-012-9880-9
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, we consider a class of mathematical programs governed by second-order cone constrained parameterized generalized equations. We reformulate the necessary optimality conditions as a system of nonsmooth equations under linear independence constraint qualification and the strict complementarity condition. A set of second order sufficient conditions is proposed, which is proved to be sufficient for the second order growth of the stationary point. The smoothing Newton method in [40] is employed to solve the system of nonsmooth equations whose strongly BD-regularity at a solution point is demonstrated under the second order sufficient conditions. Several illustrative examples are provided and discussed.
引用
收藏
页码:359 / 385
页数:27
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