Back to Search Start Over

ON ERROR BOUNDS AND MULTIPLIER METHODS FOR VARIATIONAL PROBLEMS IN BANACH SPACES.

Authors :
KANZOW, CHRISTIAN
STECK, DANIEL
Source :
SIAM Journal on Control & Optimization. 2018, Vol. 56 Issue 3, p1716-1738. 23p.
Publication Year :
2018

Abstract

This paper deals with a general form of variational problems in Banach spaces which encompasses variational inequalities as well as minimization problems. We prove a characterization of local error bounds for the distance to the (primal-dual) solution set and give a sufficient condition for such an error bound to hold. In the second part of the paper, we consider an algorithm of augmented Lagrangian type for the solution of such variational problems. We give some global convergence properties of the method and then use the error bound theory to provide estimates for the rate of convergence and to deduce boundedness of the sequence of penalty parameters. Finally, numerical results for optimal control, Nash equilibrium problems, and elliptic parameter estimation problems are presented. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03630129
Volume :
56
Issue :
3
Database :
Academic Search Index
Journal :
SIAM Journal on Control & Optimization
Publication Type :
Academic Journal
Accession number :
130568593
Full Text :
https://doi.org/10.1137/17M1146518