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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2011 Volume 51, Number 6, Pages 983–1006 (Mi zvmmf9458)

This article is cited in 3 papers

A semismooth sequential quadratic programming method for lifted mathematical programs with vanishing constraints

A. F. Izmailov, A. L. Pogosyan

Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119991 Russia

Abstract: Mathematical programs with vanishing constraints are a difficult class of optimization problems with important applications to optimal topology design problems of mechanical structures. Recently, they have attracted increasingly more attention of experts. The basic difficulty in the analysis and numerical solution of such problems is that their constraints are usually nonregular at the solution. In this paper, a new approach to the numerical solution of these problems is proposed. It is based on their reduction to the socalled lifted mathematical programs with conventional equality and inequality constraints. Special versions of the sequential quadratic programming method are proposed for solving lifted problems. Preliminary numerical results indicate the competitiveness of this approach.

Key words: mathematical program with vanishing constraints, lifted problem, mathematical program with complementarity constraints, constraint qualifications, optimality conditions, sequential quadratic programming.

UDC: 519.626

Received: 09.11.2010


 English version:
Computational Mathematics and Mathematical Physics, 2011, 51:6, 919–941

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