A smoothing-regularization approach to mathematical programs with vanishing constraints

被引:29
作者
Achtziger, Wolfgang [1 ]
Hoheisel, Tim [2 ]
Kanzow, Christian [2 ]
机构
[1] Univ Erlangen Nurnberg, Dept Math, AM2, D-91058 Erlangen, Germany
[2] Univ Wurzburg, Inst Math, D-97074 Wurzburg, Germany
关键词
Mathematical programs with vanishing constraints; Mathematical programs with equilibrium constraints; Smoothing method; Regularization method; Global convergence; OPTIMALITY CONDITIONS; CONVERGENCE; QUALIFICATIONS; OPTIMIZATION; ALGORITHM; SCHEME;
D O I
10.1007/s10589-013-9539-6
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider a numerical approach for the solution of a difficult class of optimization problems called mathematical programs with vanishing constraints. The basic idea is to reformulate the characteristic constraints of the program via a nonsmooth function and to eventually smooth it and regularize the feasible set with the aid of a certain smoothing- and regularization parameter t > 0 such that the resulting problem is more tractable and coincides with the original program for t=0. We investigate the convergence behavior of a sequence of stationary points of the smooth and regularized problems by letting t tend to zero. Numerical results illustrating the performance of the approach are given. In particular, a large-scale example from topology optimization of mechanical structures with local stress constraints is investigated.
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页码:733 / 767
页数:35
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