390. Lifting and Penalisation approach for Mathematical Program with Vanishing Constraints
Invited abstract in session WB-7: Theory and methods for bilevel optimization, stream Bilevel and multilevel optimization.
Wednesday, 10:30-12:30Room: B100/5015
Authors (first author is the speaker)
| 1. | Anand Kumar
|
| IEOR, IIT Bombay | |
| 2. | K. S. Mallikarjuna Rao
|
| Indian Institute of Technology, Bombay |
Abstract
In this work, we study infinite dimensional mathematical program with vanishing constraints (MPVC) as well as mathematical programs with complementary constraints. One of the major difficulty of MPVC and MPCC is that standard constraint qualifications are violated. In the literature, there are many relaxation studied. In this work, we propose a new relaxation scheme which considers a penalized problem in higher dimensions. Using this approach, we provide convergence results along with characterization of stationary points under appropriate assumptions.
Keywords
- Complementarity and variational problems
- Linear and nonlinear optimization
- Computational mathematical optimization
Status: accepted
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