Mathematical Programs with Complementarity Constraints in Banach Spaces
Gerd Wachsmuth ()
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Gerd Wachsmuth: Technische Universität Chemnitz
Journal of Optimization Theory and Applications, 2015, vol. 166, issue 2, No 7, 480-507
Abstract:
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.
Keywords: Strong stationarity; Mathematical program with complementarity constraints; Polyhedricity; Optimality conditions; 49K27; 46N10; 90C33 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10957-014-0695-3
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