In this paper we consider a mathematical program with semidefinite cone complementarity constraints (SDCMPCC). Such a problem is a matrix analogue of the mathematical program with (vector) complementarity constraints (MPCC) and includes MPCC as a special case. We derive explicit expressions for the strong-, Mordukhovich- and Clarke- (S-, M- and C-)stationary conditions and give constraint qualifications under which a local solution of SDCMPCC is a S-, M- and C-stationary point.
Citation
Technical Report, November 15, 2010.