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一个求解消失约束数学规划的部分光滑正则化方法

董艳凤 初德建 胡林玉 胡清洁

应用数学2021,Vol.34Issue(1):163-175,13.
应用数学2021,Vol.34Issue(1):163-175,13.

一个求解消失约束数学规划的部分光滑正则化方法

A Partly Smo othing-Regularization Metho d for Mathematical Programs with Vanishing Constraints

董艳凤 1初德建 1胡林玉 1胡清洁2

作者信息

  • 1. 桂林电子科技大学数学与计算科学学院,广西 桂林 541004
  • 2. 广西自动检测技术与仪器重点实验室,广西 桂林 541004
  • 折叠

摘要

Abstract

In this paper, we consider the mathematical programs with vanishing constraints (MPVC). We present a pseudo Huber function based smoothing-regularization method for this problem, which only makes the part ones of the vanishing constraints be smoothed. For the new smoothed problem, we show that the Mangasarian-Fromovitz constraints qualification (MFCQ) holds under some conditions. We also analyze the convergence behavior of the smoothing-regularization method, i.e., an accumulation point of the stationary points sequence for the smoothing-regularization problem is a T-stationary point, and obtain some sufficient conditions such that an accumulation point of the stationary points sequence for the smoothing-regularization problem is M-or S-stationarity, respectively. Finally, some preliminary numerical results show that the proposed method may be promising.

关键词

消失约束数学规划/T-稳定点/M-稳定点/S-稳定点/数值结果

Key words

Mathematical program with vanishing constraint/T-stationarity/M-stationarity/S-stationarity/Numerical result

分类

数理科学

引用本文复制引用

董艳凤,初德建,胡林玉,胡清洁..一个求解消失约束数学规划的部分光滑正则化方法[J].应用数学,2021,34(1):163-175,13.

基金项目

Supported by NNSF of China(11461015,11761014,11961011) (11461015,11761014,11961011)

the Guangx-i Natural Science Foundation(2015GXNSFAA139010,2017GXNSFAA198243) (2015GXNSFAA139010,2017GXNSFAA198243)

the National Innovation Project of University Students(201910595040) (201910595040)

the Guangxi Key Labovatory of Automatic Detecting Tech-nology(YQ17117) (YQ17117)

应用数学

OA北大核心CSCDCSTPCD

1001-9847

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