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论文类型：期刊论文
发表时间：2011-12-01
发表刊物：SET-VALUED AND VARIATIONAL ANALYSIS
收录刊物：Scopus、SCIE
卷号：19
期号：4
页面范围：609-646
ISSN号：1877-0533
关键字：Mathematical program with second-order cone complementarity constraint; Smoothing approximation; B-stationary point; C-stationary point; M-stationary point; S-stationary point
摘要：This paper discusses the convergence properties of a smoothing approach for solving the mathematical programs with second-order cone complementarity constraints (SOCMPCCs). We first introduce B-stationary, C-stationary, M(orduckhovich)-stationary, S-stationary point, SOCMPCC-linear independence constraint qualification (denoted by SOCMPCC-LICQ), second-order cone upper level strict complementarity (denoted by SOC-ULSC) condition at a feasible point of a SOCMPCC problem. With the help of the projection operator over a second-order cone, we construct a smooth optimization problem to approximate the SOCMPCC. We demonstrate that any accumulation point of the sequence of stationary points to the sequence of smoothing problems, when smoothing parameters decrease to zero, is a C-stationary point to the SOCMPCC under SOCMPCC-LICQ at the accumulation point. We also prove that the accumulation point is an M-stationary point if, in addition, the sequence of stationary points satisfy weak second order necessary conditions for the sequence of smoothing problems, and moreover it is a B-stationary point if, in addition, the SOC-ULSC condition holds at the accumulation point.