Mathematical programs with complementarity constraints in Banach spaces

G Wachsmuth - Journal of Optimization Theory and Applications, 2015 - Springer
Journal of Optimization Theory and Applications, 2015Springer
We consider optimization problems in Banach spaces involving a complementarity
constraint, defined by a convex cone K. By transferring the local decomposition approach,
we define strong stationarity conditions and provide a constraint qualification, under which
these conditions are necessary for optimality. To apply this technique, we provide a new
uniqueness result for Lagrange multipliers in Banach spaces. In the case that the cone K is
polyhedral, we show that our strong stationarity conditions possess a reasonable strength …
Abstract
We consider optimization problems in Banach spaces involving a complementarity constraint, defined by a convex cone K. By transferring the local decomposition approach, we define strong stationarity conditions and provide a constraint qualification, under which these conditions are necessary for optimality. To apply this technique, we provide a new uniqueness result for Lagrange multipliers in Banach spaces. In the case that the cone K is polyhedral, we show that our strong stationarity conditions possess a reasonable strength. Finally, we generalize to the case where K is not a cone and apply the theory to two examples.
Springer
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