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


Paper Publications

A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations

Hits:

Indexed by:期刊论文

Date of Publication:2013-02-01

Journal:JOURNAL OF GLOBAL OPTIMIZATION

Included Journals:SCIE、EI、Scopus

Volume:55

Issue:2

Page Number:359-385

ISSN No.:0925-5001

Key Words:Smoothing Newton method; Generalized equations; Second-order cone; MPEC; Optimality conditions

Abstract:In this paper, we consider a class of mathematical programs governed by second-order cone constrained parameterized generalized equations. We reformulate the necessary optimality conditions as a system of nonsmooth equations under linear independence constraint qualification and the strict complementarity condition. A set of second order sufficient conditions is proposed, which is proved to be sufficient for the second order growth of the stationary point. The smoothing Newton method in [40] is employed to solve the system of nonsmooth equations whose strongly BD-regularity at a solution point is demonstrated under the second order sufficient conditions. Several illustrative examples are provided and discussed.

Pre One:Nonsingularity in matrix conic optimization induced by spectral norm via a smoothing metric projector

Next One:PROXIMAL POINT ALGORITHM FOR NONLINEAR COMPLEMENTARITY PROBLEM BASED ON THE GENERALIZED FISCHER-BURMEISTER MERIT FUNCTION