张立卫Liwei Zhang

(教授)

 博士生导师  硕士生导师
学位:博士
性别:男
毕业院校:大连理工大学
所在单位:数学科学学院
电子邮箱:lwzhang@dlut.edu.cn

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

发表时间:2019-03-12 点击次数:

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