A smoothing SQP method for mathematical programs with linear second-order cone complementarity constraints

MaRDI QIDQ4921911zbMATHFDO

Authors Hiroshi Yamamura, Takayuki Okuno, Shunsuke Hayashi, Masao Fukushima

Publication date 28 May 2013

Full work available at URL http://www.yokohamapublishers.jp/online2/oppjo/vol9/p345.html

zbMATH Keywords

numerical resultssequential quadratic programmingmathematical programs with equilibrium constraintssecond-order cone complementarity

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Cited in

(11)

• Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs
• Scaled constraint qualifications and necessary optimality conditions for nonsmooth mathematical programs with second-order cone complementarity constraints
• A superlinearly convergent implicit smooth SQP algorithm for mathematical programs with nonlinear complementarity constraints
• A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
• First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints
• New constraint qualifications for mathematical programs with second-order cone complementarity constraints
• Two approaches for solving mathematical programs with second-order cone complementarity constraints
• Second order sufficient conditions for a class of bilevel programs with lower level second-order cone programming problem
• Mathematical programs with second-order cone complementarity constraints: strong stationarity and approximation method
• Necessary optimality conditions for mathematical programs with second-order cone complementarity constraints
• An SQP-type algorithm for nonlinear second-order cone programs

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