Smoothing method for mathematical programs with symmetric cone complementarity constraints
نویسندگان
چکیده
In this paper, we consider the mathematical program with symmetric cone complementarity constraints (MPSCCC) in a general form. It includes the mathematical program with second-order-cone complementarity constraints (MPSOCCC) and the mathematical program with complementarity constraints (MPCC). We present a smoothing method which approximates the primal MPSCCC by means of the ChenMangasarian class of smoothing functions. We show that a sequence of stationary points of the approximate programs converges to a C(larke)-stationary point of the primal MPSCCC under suitable conditions.
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