Treatment of degeneracy and preconditioning in nonlinear programming

非线性规划中简并性和预处理的处理

• 批准号: 299010-2009
• 负责人: Orban, Dominique
• 金额: $ 1.46万
• 依托单位: École Polytechnique de Montréal
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2013
• 资助国家: 加拿大
• 起止时间: 2013-01-01 至 2014-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=526098
• 关键词: Treatment; degeneracy; preconditioning; nonlinear; programming

This proposal adresses some of the difficulties posed by real-world optimization problems. In practice, the regularity assumptions under which optimization algorithms are typically developed may not hold. Elastic methods embed interior-point methods and are effective on problems that do not satisfy a constraint qualification condition, whether they are general nonlinear programs or structured degenerate problems such as mathematical programs with equilibrium constraints and with vanishing constraints. However, little is known about their behavior in the presence of weakly active constraints.

这个建议解决了现实世界的优化问题所带来的一些困难。在实践中，通常开发优化算法的规律性假设可能不成立。弹性方法嵌入边界点方法，并且对于不满足约束条件的问题是有效的，无论它们是一般的非线性规划还是结构退化问题，例如具有平衡约束和消失约束的数学规划。然而，很少有人知道他们的行为在弱主动约束的存在。