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Optimality conditions and newton-type methods for mathematical programs with vanishing constraints
Authors:A F Izmailov  A L Pogosyan
Institution:(1) 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.
Keywords:mathematical program with vanishing constraints  mathematical program with complementarity constraints  constraint qualification  optimality conditions  sequential quadratic programming  active-set method
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