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论文类型:期刊论文
发表时间:2014-03-01
发表刊物:SET-VALUED AND VARIATIONAL ANALYSIS
收录刊物:SCIE、Scopus
卷号:22
期号:1
页面范围:155-187
ISSN号:1877-0533
关键字:Mathematical program with semidefinite cone complementarity;
constraints; B-stationary condition; Constraint qualifications;
Second-order sufficient conditions
摘要:The tangent cone of gph plays an important role in developing necessary conditions for mathematical programs with semidefinite cone complementarity constraints. We demonstrate an elegant formula for the tangent cone of gph, based on which the Bouligand stationary point is characterized explicitly. The relationships among different stationary points under certain constraint qualifications are discussed. Then we propose a second order sufficient condition which can be weakened under the strict complementarity condition. Importantly, for the sake of algorithm design, under the assumption of strict complementarity condition, we give a nonsmooth equation reformulation of the stationary point, whose smoothing system is verified to be nonsingular at the stationary point under the proposed second order sufficient condition.