Smoothing method for mathematical programs with symmetric cone complementarity constraints
Tao Yan, Masao Fukushima · Optimization · 2011
In this article, we consider the mathematical program with symmetric cone complementarity constraints (MPSCCC) in a general form. It contains the mathematical program with second-order-cone complementarity constraints and the mathematical program with complementarity constraints. We present a smoothing method that 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.