A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations

Jia Wu (), Liwei Zhang () and Yi Zhang ()

Journal of Global Optimization, 2013, vol. 55, issue 2, 359-385

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. Copyright Springer Science+Business Media, LLC. 2013

Keywords: Smoothing Newton method; Generalized equations; Second-order cone; MPEC; Optimality conditions (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10898-012-9880-9

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