A bundle-free implicit programming approach for a class of elliptic MPECs in function space

• 成果类型: Article
• 署名作者: Hintermueller, M.; Surowiec, T.
• 署名单位: Humboldt University of Berlin; Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-016-0983-9
• 发表日期: 2016
• 页码: 271-305
• 关键词: mathematical programs; variational-inequalities; complementarity constraints; stationarity; CONVERGENCE; optimality

摘要

Using a standard first-order optimality condition for nonsmooth optimization problems, a general framework for a descent method is developed. This setting is applied to a class of mathematical programs with equilibrium constraints in function space from which a new algorithm is derived. Global convergence of the algorithm is demonstrated in function space and the results are then illustrated by numerical experiments.