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: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.