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arXiv 1807.04034math.OC
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关于巴拿赫空间中变分问题的误差界和乘子方法

On Error Bounds and Multiplier Methods for Variational Problems in Banach Spaces

Christian Kanzow, Daniel Steck

摘要:

本文讨论巴拿赫空间中变分问题的一般形式,它包括变分不等式和极小化问题。我们证明了局部误差界的(原始-对偶)的解决方案集的距离的一个特征,并给出了这样的误差界举行的充分条件。在本文的第二部分中,我们考虑了一种增广拉格朗日型算法来求解这类变分问题。我们给出了该方法的一些整体收敛性质,然后利用误差界理论给出了算法的收敛速率估计,并推导出了罚参数序列的有界性。最后,最优控制,纳什均衡问题,椭圆参数估计问题的数值结果。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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