Quasi-variational inequalities in Banach spaces: theory and augmented Lagrangian methods

DOI10.1137/18M1230475zbMATH Open1430.49005arXiv1810.00406WikidataQ126559563 ScholiaQ126559563MaRDI QIDQ5206943FDOQ5206943

Authors: Christian Kanzow, Daniel Steck 

Publication date: 19 December 2019

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Abstract: This paper deals with quasi-variational inequality problems (QVIs) in a generic Banach space setting. We provide a theoretical framework for the analysis of such problems which is based on two key properties: the pseudomonotonicity (in the sense of Brezis) of the variational operator and a Mosco-type continuity of the feasible set mapping. We show that these assumptions can be used to establish the existence of solutions and their computability via suitable approximation techniques. In addition, we provide a practical and easily verifiable sufficient condition for the Mosco-type continuity property in terms of suitable constraint qualifications. Based on the theoretical framework, we construct an algorithm of augmented Lagrangian type which reduces the QVI to a sequence of standard variational inequalities. A full convergence analysis is provided which includes the existence of solutions of the subproblems as well as the attainment of feasibility and optimality. Applications and numerical results are included to demonstrate the practical viability of the method.

Full work available at URL: https://arxiv.org/abs/1810.00406

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zbMATH Keywords

global convergenceexistence of solutionsquasi-variational inequalityLagrange multiplieraugmented Lagrangian methodMosco convergenceconstraint qualification

Mathematics Subject Classification ID

Variational inequalities (49J40) Methods involving semicontinuity and convergence; relaxation (49J45) Existence theories for problems in abstract spaces (49J27)

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Cited In (13)

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