Strong Stationarity Conditions for a Class of Optimization Problems Governed by Variational Inequalities of the Second Kind
Abstract:
We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal–dual reformulation of the governing inequality, the differentiability of the solution map is studied. Directional differentiability is proved both for finite-dimensional problems and for problems in function spaces, under suitable assumptions on the active set. A characterization of Bouligand and strong stationary points is obtained thereafter. Finally, based on the obtained first-order information, a trust-region algorithm is proposed for the solution of the optimization problems.
Año de publicación:
2016
Keywords:
- Optimality conditions
- Mathematical programs with equilibrium constraints
- Variational inequalities
Fuente:
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Tipo de documento:
Article
Estado:
Acceso restringido
Áreas de conocimiento:
- Optimización matemática
- Optimización matemática
Áreas temáticas:
- Probabilidades y matemática aplicada
- Gestión y servicios auxiliares
- Economía