An SQP method for mathematical programs with vanishing constraints with\n strong convergence properties

2016/11/24 by Matúš Benko, Benko, Matúš, Helmut Gfrerer +1
Computer Science · Engineering · Mathematics · #49M37 #90C26 #90C55 #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Mathematical Programming #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.1611.08202

openalex publication_date 2016/11/24 · openalex created_date 2022/10/01 · openalex updated_date 2026/07/28

Abstract

We propose an SQP algorithm for mathematical programs with vanishing\nconstraints which solves at each iteration a quadratic program with linear\nvanishing constraints. The algorithm is based on the newly developed concept of\n mathcal Q-stationarity [5]. We demonstrate how mathcal Q_M-stationary\nsolutions of the quadratic program can be obtained. We show that all limit\npoints of the sequence of iterates generated by the basic SQP method are at\nleast M-stationary and by some extension of the method we also guarantee the\nstronger property of mathcal Q_M-stationarity of the limit points.\n

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