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

DOI10.1137/16M1055554MaRDI QIDQ3179271zbMATH OpenOpenAlexFDO

Authors Jane J. Ye, Jinchuan Zhou

Publication date 21 December 2016

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/16m1055554

zbMATH Keywords

constraint qualificationsnecessary optimality conditionsmathematical program with second-order cone complementarity constraintsC-stationary conditionsM-stationary conditionsS-stationary conditions

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(25)

• Second-order optimality conditions for mathematical program with semidefinite cone complementarity constraints and applications
• Optimality conditions for circular cone complementarity programs
• Strong stationarity for optimization problems with complementarity constraints in absence of polyhedricity. With applications to optimization with semidefinite and second-order-cone complementarity constraints
• A penalty method for rank minimization problems in symmetric matrices
• Exact formula for the second-order tangent set of the second-order cone complementarity set
• Mathematical programs with second-order cone complementarity constraints: strong stationarity and approximation method
• Optimality conditions for vector optimization problem governed by the cone constrained generalized equations
• New sequential optimality conditions for mathematical programs with complementarity constraints and algorithmic consequences
• Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems
• First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints
• Mathematical programs with semidefinite cone complementarity constraints: constraint qualifications and optimality conditions
• Necessary optimality conditions for mathematical programs with second-order cone complementarity constraints
• Verifiable sufficient conditions for the error bound property of second-order cone complementarity problems
• First order necessary optimality conditions for mathematical programs with second-order cone complementarity constraints
• Second order variational analysis of disjunctive constraint sets and its applications to optimization problems
• Mathematical programs with complementarity constraints: stationarity, optimality, and sensi\-tivity.
• New constraint qualifications for mathematical programs with second-order cone complementarity constraints
• Second-order optimality conditions for nonconvex set-constrained optimization problems
• Second order sufficient conditions for mathematical programs governed by second-order cone constrained generalized equations
• Semidefinite relaxation method for polynomial optimization with second-order cone complementarity constraints
• Scaled constraint qualifications and necessary optimality conditions for nonsmooth mathematical programs with second-order cone complementarity constraints
• Facial approach for constructing stationary points for mathematical programs with cone complementarity constraints
• Convergence analysis of a smoothing SAA method for a stochastic mathematical program with second-order cone complementarity constraints
• New second-order optimality conditions for directional optimality of a general set-constrained optimization problem
• On second-order weak sharp minima of general nonconvex set-constrained optimization problems

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