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:

scopusscopus
googlegoogle

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