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论文类型：期刊论文

发表时间：2013-02-01

发表刊物：JOURNAL OF GLOBAL OPTIMIZATION

收录刊物：SCIE、EI、Scopus

卷号：55

期号：2

页面范围：359-385

ISSN号：0925-5001

关键字：Smoothing Newton method; Generalized equations; Second-order cone; MPEC; Optimality conditions

摘要：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.