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张立卫 教授

张立卫,分别于1989年7月,1992年7月,1998年7月在大连理工大学应用数学系获得理学学士学位,运筹学与控制论专业硕士学位,计算数学博士学位,研究生导师是夏尊铨教授。1992年硕士毕业后在大连理工大学应用数学系工作至今,他1995年被评为副教授,1999年被评为教授,2002年被评为运筹学与控制论专业博士生导师,2005年被评为金融数学与保险精算专业博士生导师。他现在是大连理工大学数学科学学院的教授,博士生导师。 张立卫目前的研究兴趣是“随机优化”,“矩阵优化”,“变分分析”和“均衡优化”,在这些方向上发表SCI检索论文100余篇,其中有论文发表在运筹学与计算数学的顶级期刊上,这些期刊包括Operations Research, Mathematical Pr...

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ON THE CONVERGENCE PROPERTIES OF A SMOOTHING APPROACH FOR MATHEMATICAL PROGRAMS WITH SYMMETRIC CONE COMPLEMENTARITY CONSTRAINTS

发布时间: 2019-03-12 点击量:

  • 论文类型:期刊论文
  • 第一作者:Zhang, Yi
  • 通讯作者:Zhang, Y (reprint author), East China Univ Sci & Technol, Sch Sci, Shanghai 200237, Peoples R China.
  • 合写作者:Zhang, Liwei,Wu, Jia
  • 发表刊物:JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
  • 收录刊物:SCIE
  • 卷号:14
  • 期号:3
  • 页面范围:981-1005
  • ISSN号:1547-5816
  • 关键字:Mathematical program with symmetric cone complementarity constraints; C-stationary point; parametric smoothing approach; rate of convergence
  • 摘要:This paper focuses on a class of mathematical programs with symmetric cone complementarity constraints (SCMPCC). The explicit expression of C-stationary condition and SCMPCC-linear independence constraint qualification (denoted by SCMPCC-LICQ) for SCMPCC are first presented. We analyze a parametric smoothing approach for solving this program in which SCMPCC is replaced by a smoothing problem P-epsilon depending on a (small) parameter epsilon. We are interested in the convergence behavior of the feasible set, stationary points, solution mapping and optimal value function of problem P-epsilon when epsilon -> 0 under SCMPCC-LICQ. In particular, it is shown that the convergence rate of Hausdorff distance between feasible sets F-epsilon and F is of order O(vertical bar epsilon vertical bar) and the solution mapping and optimal value of P-epsilon are outer semi-continuous and locally Lipschitz continuous at epsilon = 0 respectively. Moreover, any accumulation point of stationary points of P-epsilon is a C-stationary point of SCMPCC under SCMPCC-LICQ.
  • 发表时间:2018-07-01