An SQP method for mathematical programs with vanishing constraints with strong convergence properties
Sign Up to like & getrecommendations! Published in 2017 at "Computational Optimization and Applications"
DOI: 10.1007/s10589-017-9894-9
Abstract: We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of $${\mathcal {Q}}$$Q-stationarity… read more here.
Keywords: mathematical programs; method mathematical; constraints strong; sqp method ... See more keywords
On an $$l_1$$l1 exact penalty result for mathematical programs with vanishing constraints
Sign Up to like & getrecommendations! Published in 2017 at "Optimization Letters"
DOI: 10.1007/s11590-016-1034-4
Abstract: Recently, Hoheisel et al. (Nonlinear Anal 72(5):2514–2526, 2010) proved the exactness of the classical $$l_1$$l1 penalty function for the mathematical programs with vanishing constraints (MPVC) under the MPVC-linearly independent constraint qualification (MPVC-LICQ) and the bi-active… read more here.
Keywords: mathematical programs; penalty result; penalty; exact penalty ... See more keywords