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论文类型：期刊论文
发表时间：2011-05-01
发表刊物：SCIENCE CHINA-MATHEMATICS
收录刊物：SCIE
卷号：54
期号：6
页面范围：1269-1286
ISSN号：1674-7283
关键字：smoothing Newton method; MPEC; QVI; optimality conditions
摘要：We consider a class of mathematical programs governed by parameterized quasi-variational inequalities (QVI). The necessary optimality conditions for the optimization problem with QVI constraints are reformulated as a system of nonsmooth equations under the linear independence constraint qualification and the strict slackness condition. A set of second order sufficient conditions for the mathematical program with parameterized QVI constraints are proposed, which are demonstrated to be sufficient for the second order growth condition. The strongly BD-regularity for the nonsmooth system of equations at a solution point is demonstrated under the second order sufficient conditions. The smoothing Newton method in Qi-Sun-Zhou [2000] is employed to solve this nonsmooth system and the quadratic convergence is guaranteed by the strongly BD-regularity. Numerical experiments are reported to show that the smoothing Newton method is very effective for solving this class of optimization problems.