吴佳
Professor Supervisor of Doctorate Candidates Supervisor of Master's Candidates
Gender:Female
Alma Mater:大连理工大学
Degree:Doctoral Degree
School/Department:数学科学学院
Discipline:Operation Research and Control Theory
Business Address:创新园大厦B1207
E-Mail:wujia@dlut.edu.cn
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Indexed by:Journal Papers
Date of Publication:2015-08-01
Journal:NUMERICAL ALGORITHMS
Included Journals:SCIE、Scopus
Volume:69
Issue:4
Page Number:713-735
ISSN No.:1017-1398
Key Words:Inexact Newton method; MPEC; Optimality conditions; Strongly BD-regularity
Abstract:In this paper, we propose a numerical method for solving the stationary points of mathematical programs constrained by parameterized quasi-variational inequalities. The necessary optimality conditions (stationary conditions in the sense of Mordukhovich) for the optimization problem are reformulated as a system of nonsmooth equations without the strict complementarity condition and an inexact Newton method is constructed to find its solutions. The local convergence of the inexact Newton method is guaranteed under second order sufficient conditions and linear independence constraint qualification. Several illustrative examples are provided.
