Necessary Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints

摘要

This paper considers the mathematical program with second-order cone complementarity constrains (MPSOCC). As a generalization of the developedmathematical program with complementarity constrains (MPCC), MPSOCC has many applications in practice. Motivated by the MPCC theory, several stationarity concepts, which include the Clarke-type, Mordukhovich-type, and strong stationarities, are presented in this paper. It is further shown that a local minimizer of MPSOCC must be stationary in some sense under suitable conditions. This indicates that these stationarity concepts are reasonable in theory.