论文标题
对具有消失限制的数学程序的单参数正则化方法的研究
A Study of One-Parameter Regularization Methods for Mathematical Programs with Vanishing Constraints
论文作者
论文摘要
具有消失约束(MPVC)的数学程序是一类非线性优化问题,这些问题涉及各种工程问题,例如桁架拓扑设计和机器人运动计划。从理论和数值角度来看,MPVC是困难的问题:消失的约束的组合性质通常会阻止标准约束资格和最佳条件获得;此外,可行的集合本质上是非凸,通常在兴趣点周围没有内部。因此,在本文中,我们研究并比较了MPVC数值解的四种正则化方法。每种方法都取决于单个正则化参数,该参数用于将原始MPVC嵌入到一系列标准的非线性程序中。这些方法基于这些方法的融合结果基于子问题的精确和近似固定性,这是在弱假设下建立的。通过为存在KKT乘数提供足够的条件,研究了子问题的提高规律性。基于桁架拓扑设计中的应用和Aerothermodynanigs中的最佳控制问题,数值实验补充了正则化方法的理论分析和比较。计算结果突出了使用正则化而不是直接应用标准求解器的好处,它们使我们能够识别两个有前途的正则化方案。
Mathematical programs with vanishing constraints (MPVCs) are a class of nonlinear optimization problems with applications to various engineering problems such as truss topology design and robot motion planning. MPVCs are difficult problems from both a theoretical and numerical perspective: the combinatorial nature of the vanishing constraints often prevents standard constraint qualifications and optimality conditions from being attained; moreover, the feasible set is inherently nonconvex, and often has no interior around points of interest. In this paper, we therefore study and compare four regularization methods for the numerical solution of MPVCS. Each method depends on a single regularization parameter, which is used to embed the original MPVC into a sequence of standard nonlinear programs. Convergence results for these methods based on both exact and approximate stationary of the subproblems are established under weak assumptions. The improved regularity of the subproblems is studied by providing sufficient conditions for the existence of KKT multipliers. Numerical experiments, based on applications in truss topology design and an optimal control problem from aerothermodynamics, complement the theoretical analysis and comparison of the regularization methods. The computational results highlight the benefit of using regularization over applying a standard solver directly, and they allow us to identify two promising regularization schemes.