First order necessary optimality conditions for mathematical programs with second-order cone complementarity constraints

Indexed by:Journal Papers

Journal:JOURNAL OF GLOBAL OPTIMIZATION

Included Journals:SCIE、EI、Scopus

Volume:63

Issue:2

Page Number:253-279

ISSN No.:0925-5001

Key Words:Mathematical program with second-order cone complementarity constraints; Necessary optimality conditions; S-,M-,C-,A-stationary points; Constraint qualifications

Abstract:This paper is to develop first order necessary optimality conditions for a mathematical program with second-order cone complementarity constraints (MPSCC) which includes the mathematical program with (vector) complementarity constraints (MPCC) as a special case. Like the case of MPCC, Robinson's constraint qualification fails at every feasible point of MPSCC if we treat the MPSCC as an ordinary optimization problem. Using the formulas of regular and limiting coderivatives and generalized Clarke's Jacobian of the projection operator onto second-order cones from the literature, we present the S-, M-, C- and A-stationary conditions for a MPSCC problem. Moreover, several constraint qualifications including MPSCC-Abadie CQ, MPSCC-LICQ, MPSCC-MFCQ and MPSCC-GMFCQ are proposed, under which a local minimizer of MPSCC is shown to be a S-, M-, C- or A-stationary point.

Date of Publication:2015-10-01