文献类型：期刊文献

英文题名：An inexact Newton method for stationary points of mathematical programs constrained by parameterized quasi-variational inequalities

作者：Wu, Jia[1];Zhang, Liwei[1];Zhang, Yi[2]

机构：[1]Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China;[2]E China Univ Sci & Technol, Sch Sci, Dept Math, Shanghai 200237, Peoples R China

年份：2015

卷号：69

期号：4

起止页码：713

外文期刊名：NUMERICAL ALGORITHMS

收录：;WOS:【SCI-EXPANDED(收录号:WOS:000358603300003)】；

基金：The research is supported by the National Natural Science Foundation of China under project No. 11301049, No. 91130007, No. 91330206, No. 11401210, Project funded by China Postdoctoral Science Foundation (2013M541217) and the Fundamental Research Funds for the Central Universities(222201314037).

语种：英文

外文关键词：Inexact Newton method; MPEC; Optimality conditions; Strongly BD-regularity

摘要：In this paper, we propose a numerical method for solving the stationary points of mathematical programs constrained by parameterized quasi-variational inequalities. The necessary optimality conditions (stationary conditions in the sense of Mordukhovich) for the optimization problem are reformulated as a system of nonsmooth equations without the strict complementarity condition and an inexact Newton method is constructed to find its solutions. The local convergence of the inexact Newton method is guaranteed under second order sufficient conditions and linear independence constraint qualification. Several illustrative examples are provided.