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
Mathematical Programs with Semidefinite Cone Complementarity Constraints: Constraint Qualifications and Optimality Conditions
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论文类型:期刊论文
发表时间:2014-03-01
发表刊物:SET-VALUED AND VARIATIONAL ANALYSIS
收录刊物:SCIE、Scopus
卷号:22
期号:1
页面范围:155-187
ISSN号:1877-0533
关键字:Mathematical program with semidefinite cone complementarity; constraints; B-stationary condition; Constraint qualifications; Second-order sufficient conditions
摘要:The tangent cone of gph plays an important role in developing necessary conditions for mathematical programs with semidefinite cone complementarity constraints. We demonstrate an elegant formula for the tangent cone of gph, based on which the Bouligand stationary point is characterized explicitly. The relationships among different stationary points under certain constraint qualifications are discussed. Then we propose a second order sufficient condition which can be weakened under the strict complementarity condition. Importantly, for the sake of algorithm design, under the assumption of strict complementarity condition, we give a nonsmooth equation reformulation of the stationary point, whose smoothing system is verified to be nonsingular at the stationary point under the proposed second order sufficient condition.