An Implicit Formulation of Mathematical Program with Complementarity Constraints for Application to Robust Structural Optimization
نویسندگان
چکیده
This paper discusses an implicit reformulation of a class of MPEC (mathematical program with equilibrium constraints) problems. We particularly focus on an MPEC problem arising from the robust optimization of elastic structures subjected to the uncertain external load. We first review the relation between the worst-case detection and robust constraint satisfaction of the structural responses, and then derive an MPEC formulation of the robust structural optimization. Since a standard constraint qualification is not satisfied at any feasible solution of an MPEC problem, we propose a reformulation based on the smoothed Fischer–Burmeister function, in which the smoothing parameter is treated as an independent variable. Numerical examples of robust structural optimization are presented to demonstrate that the presented formulation can be solved by using a standard nonlinear programming approach.
منابع مشابه
MATHEMATICAL ENGINEERING TECHNICAL REPORTS An Implicit Formulation of Robust Structural Optimization under Load Uncertainties
This paper discusses an implicit reformulation of the MPEC (mathematical program with complementarity constraints) problem in order to solve a robust structural optimization with a non-probabilistic uncertainty model of the static load. We first show the relation among the robust constraint satisfaction, worst scenario detection, and robust structural optimization, and derive the MPEC formulati...
متن کاملA Bi-level Formulation for Centralized Resource Allocation DEA Models
In this paper, the common centralized DEA models are extended to the bi-level centralized resource allocation (CRA) models based on revenue efficiency. Based on the Karush–Kuhn–Tucker (KKT) conditions, the bi-level CRA model is reduced to a one-level mathematical program subject to complementarity constraints (MPCC). A recurrent neural network is developed for solving this one-level mathematica...
متن کاملImplicit Uncertainty Propagation for Robust Collaborative Optimization
In this research we develop a mathematical construct for estimating uncertainties within the bilevel optimization framework of collaborative optimization. The collaborative optimization strategy employs decomposition techniques that decouple analysis tools in order to facilitate disciplinary autonomy and parallel execution. To ensure consistency of the physical artifact being designed, interdis...
متن کاملCharacterizations of linear suboptimality for mathematical programs with equilibrium constraints
The paper is devoted to the study of a new notion of linear suboptimality in constrained mathematical programming. This concept is different from conventional notions of solutions to optimization-related problems, while seems to be natural and significant from the viewpoint of modern variational analysis and applications. In contrast to standard notions, it admits complete characterizations via...
متن کاملEntropic Approximation for Mathematical Programs with Robust Equilibrium Constraints
In this paper, we consider a class of mathematical programs with robust equilibrium constraints represented by a system of semi-infinite complementarity constraints (SICC). We propose a numerical scheme for tackling SICC. Specifically, by relaxing the complementarity constraints and then randomizing the index set of SICC, we employ the well-known entropic risk measure to approximate the semi-in...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2011