RUS  ENG
Full version
JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2009 Volume 49, Number 7, Pages 1184–1196 (Mi zvmmf4717)

This article is cited in 22 papers

Optimality conditions and newton-type methods for mathematical programs with vanishing constraints

A. F. Izmailov, A. L. Pogosyan

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia

Abstract: A new class of optimization problems is discussed in which some constraints must hold in certain regions of the corresponding space rather than everywhere. In particular, the optimal design of topologies for mechanical structures can be reduced to problems of this kind. Problems in this class are difficult to analyze and solve numerically because their constraints are usually irregular. Some known first- and second-order necessary conditions for local optimality are refined for problems with vanishing constraints, and special Newton-type methods are developed for solving such problems.

Key words: mathematical program with vanishing constraints, mathematical program with complementarity constraints, constraint qualification, optimality conditions, sequential quadratic programming, active-set method.

UDC: 519.626

Received: 14.11.2008


 English version:
Computational Mathematics and Mathematical Physics, 2009, 49:7, 1128–1140

Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024