mathematical program with semidefinite cone complementarity constraints

First order optimality conditions for mathematical programs with semidefinite cone complementarity constraints

  • Chao Ding
  • Defeng Sun
  • Jane J. Ye
    • Categories Complementarity and Variational Inequalities, Convex and Nonsmooth Optimization, Linear, Cone and Semidefinite Programming Tags , , , , ,

    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 … Read more