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

作者：Benko Matus^*; Gfrerer Helmut

来源：Computational Optimization and Applications, 2017, 67(2): 361-399.

DOI：10.1007/s10589-017-9894-9

• SQP method
• Mathematical programs with vanishing constraints
• Q-stationarity
• Q(M)-stationarity

We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of Q-stationarity (Benko and Gfrerer in Optimization 66(1):61-92, 2017). We demonstrate how Q(M)-stationary solutions of the quadratic program can be obtained. We show that all limit points of the sequence of iterates generated by the basic SQP method are at least M-stationary and by some extension of the method we also guarantee the stronger property of Q(M)-stationarity of the limit points.

• 出版日期2017-6