Exact penalty results for mathematical programs with vanishing constraints
Result description
A mathematical program with vanishing constraints (MPVC) is a constrained optimization problem arising in certain engineering applications. The feasible set has a complicated structure so that the most familiar constraint qualifications are usually violated. This, in turn, implies that standard penalty functions are typically non-exact for MPVCs. We therefore develop a new MPVC-tailored penalty function which is shown to be exact under reasonable assumptions. This new penalty function can then be used to derive (or recover) suitable optimality conditions for MPVCs.
Keywords
Mathematical programs with vanishing constraintsMathematical programs with equilibrium constraintsExact penalizationCalmnessSubdifferential calculusLimiting normal cone
The result's identifiers
Result code in IS VaVaI
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Exact penalty results for mathematical programs with vanishing constraints
Original language description
A mathematical program with vanishing constraints (MPVC) is a constrained optimization problem arising in certain engineering applications. The feasible set has a complicated structure so that the most familiar constraint qualifications are usually violated. This, in turn, implies that standard penalty functions are typically non-exact for MPVCs. We therefore develop a new MPVC-tailored penalty function which is shown to be exact under reasonable assumptions. This new penalty function can then be used to derive (or recover) suitable optimality conditions for MPVCs.
Czech name
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Czech description
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Classification
Type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
IAA100750802: Nonsmooth and set-valued analysis in mechanics and thermomechanics
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2010
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Nonlinear Analysis: Theory, Methods & Applications
ISSN
0362-546X
e-ISSN
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Volume of the periodical
72
Issue of the periodical within the volume
5
Country of publishing house
GB - UNITED KINGDOM
Number of pages
13
Pages from-to
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UT code for WoS article
000273924100037
EID of the result in the Scopus database
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Basic information
Result type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP
BA - General mathematics
Year of implementation
2010