Department of Applied Mathematics & Physics, Kyoto University

Technical Report 2009-017 (September 16, 2009)

Smoothing method for mathematical programs with symmetric cone complementarity constraints
by Tao Yan and Masao Fukushima

pdf File

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 Chen-Mangasarian 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.