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Mathematical Programs with Complementarity Constraints in Banach Spaces

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  • Gerd Wachsmuth

    (Technische Universität Chemnitz)

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.

Suggested Citation

  • Gerd Wachsmuth, 2015. "Mathematical Programs with Complementarity Constraints in Banach Spaces," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 480-507, August.
    • Handle: RePEc:spr:joptap:v:166:y:2015:i:2:d:10.1007_s10957-014-0695-3
    DOI: 10.1007/s10957-014-0695-3
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    References listed on IDEAS

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    1. Jean-Baptiste Hiriart-Urruty & Jérôme Malick, 2012. "A Fresh Variational-Analysis Look at the Positive Semidefinite Matrices World," Journal of Optimization Theory and Applications, Springer, vol. 153(3), pages 551-577, June.
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