Article ID: | iaor20133976 |
Volume: | 55 |
Issue: | 3 |
Start Page Number: | 733 |
End Page Number: | 767 |
Publication Date: | Jul 2013 |
Journal: | Computational Optimization and Applications |
Authors: | Kanzow Christian, Achtziger Wolfgang, Hoheisel Tim |
Keywords: | vanishing optimum |
We consider a numerical approach for the solution of a difficult class of optimization problems called mathematical programs with vanishing constraints. The basic idea is to reformulate the characteristic constraints of the program via a nonsmooth function and to eventually smooth it and regularize the feasible set with the aid of a certain smoothing‐ and regularization parameter