Global Convergence of Augmented Lagrangian Method Applied to Mathematical Program with Switching Constraints

The mathematical program with switching constraints (MPSC) is a kind of problems with disjunctive constraints. The existing convergence results cannot directly be applied to this kind of problem since the required constraint qualifications for ensuring the convergence are very likely to fail. In this paper, we apply the augmented Lagrangian method (ALM) to solve the … Read more

Mordukhovich Stationarity for Mathematical Programs with Switching Constraints under Weak Constraint Qualifications

The mathematical program with switching constraints (MPSC), which is recently introduced, is a difficult class of optimization problems since standard constraint qualifications are very likely to fail at local minimizers. MPSC arises from the discretization of optimal control problems with switching constraints which appears frequently in the field of control. Due to the failure of … Read more