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A Bundle-Free Implicit Programming Approach for a Class of MPECs in Function Space

Submission Status:in press
  • Using a standard first-order optimality condition for nonsmooth optimization prob- lems, 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.
Metadaten
Author:Michael Hintermüller, Thomas Surowiec
DOI:https://doi.org/10.1007/s10107-016-0983-9
Parent Title (English):Mathematical Programming
Document Type:Article
Language:English
Date of Publication (online):2016/03/28
Date of first Publication:2017/09/11
Release Date:2017/09/11
Volume:160
Issue:1-2
First Page:271
Last Page:305
Institutes:Humboldt-Universität zu Berlin
Subprojects:B02