Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
841996 | Nonlinear Analysis: Theory, Methods & Applications | 2010 | 13 Pages |
Abstract
A mathematical program with vanishing constraints (MPVC) is a constrained optimization problem arising in certain engineering applications. The feasible set has a complicated structure so that the most familiar constraint qualifications are usually violated. This, in turn, implies that standard penalty functions are typically non-exact for MPVCs. We therefore develop a new MPVC-tailored penalty function which is shown to be exact under reasonable assumptions. This new penalty function can then be used to derive (or recover) suitable optimality conditions for MPVCs.
Related Topics
Physical Sciences and Engineering
Engineering
Engineering (General)
Authors
Tim Hoheisel, Christian Kanzow, Jiří V. Outrata,