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个人信息Personal Information
教授
博士生导师
硕士生导师
性别：女
毕业院校：大连理工大学
学位：博士
所在单位：数学科学学院
学科：运筹学与控制论
办公地点：创新园大厦B1207
电子邮箱：wujia@dlut.edu.cn
An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities
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论文类型：期刊论文
发表时间：2015-08-01
发表刊物：NUMERICAL ALGORITHMS
收录刊物：SCIE、Scopus
卷号：69
期号：4
页面范围：713-735
ISSN号：1017-1398
关键字：Inexact Newton method; MPEC; Optimality conditions; Strongly BD-regularity
摘要：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.