A comparison of first-order methods for the numerical solution of or-constrained optimization problems

Patrick Mehlitz

Published 2019-05-06Version 1

Mathematical programs with or-constraints form a new class of disjunctive optimization problems with inherent practical relevance. In this paper, we provide a comparison of three different first-order methods for the numerical treatment of this problem class which are inspired by classical approaches from disjunctive programming. First, we study the replacement of the or-constraints as nonlinear inequality constraints using suitable NCP-functions. Second, we transfer the or-constrained program into a mathematical program with switching or complementarity constraints which can be treated with the aid of well-known relaxation methods. Third, a direct Scholtes-type relaxation of the or-constraints is investigated. A numerical comparison of all these approaches which is based on three essentially different model programs from or-constrained optimization closes the paper.