Necessary Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints

作者：Liang, Yan-Chao; Zhu, Xi-De; Lin, Gui-Hua^*

来源：Set-Valued and Variational Analysis, 2014, 22(1): 59-78.

DOI：10.1007/s11228-013-0250-7

• MPSOCC
• MPSOCC-stationarity
• Constraint qualification
• Calmness

This paper considers the mathematical program with second-order cone complementarity constrains (MPSOCC). As a generalization of the developed mathematical program with complementarity constrains (MPCC), MPSOCC has many applications in practice. Motivated by the MPCC theory, several stationarity concepts, which include the Clarke-type, Mordukhovich-type, and strong stationarities, are presented in this paper. It is further shown that a local minimizer of MPSOCC must be stationary in some sense under suitable conditions. This indicates that these stationarity concepts are reasonable in theory.

• 出版日期2014-3
• 单位上海大学; 大连理工大学; 河南师范大学