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2018•arXiv (Cornell University)Open access

On an Exact Penalty Result and New Constraint Qualifications for Mathematical Programs with Vanishing Constraints

Triloki Nath, Abeka Khare

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Abstract

In this paper, the mathematical programs with vanishing constraints or MPVC are considered. We prove that an MPVC-tailored penalty function, introduced in [5], is still exact under a very weak and new constraint qualification. Most importantly, this constraint qualification is shown to be strictly stronger than MPVC-Abadie constraint qualification.

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In this paper, the mathematical programs with vanishing constraints or MPVC are considered. We prove that an MPVC-tailored penalty function, introduced in [5], is still exact under a very weak and new constraint qualification. Most importantly, this constraint qualification is shown to be strictly stronger than MPVC-Abadie constraint qualification.

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Available abstract

In this paper, the mathematical programs with vanishing constraints or MPVC are considered. We prove that an MPVC-tailored penalty function, introduced in [5], is still exact under a very weak and new constraint qualification. Most importantly, this constraint qualification is shown to be strictly stronger than MPVC-Abadie constraint qualification.

Key concepts: Constraint (computer-aided design), Penalty method, Function (biology), Mathematical optimization, Mathematics, Computer science, Mathematical economics, Geometry

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