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

Christian Kanzow, Daniel Steck
2018 SIAM Journal of Control and Optimization  
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
more » ... 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.
doi:10.1137/17m1146518 fatcat:24yynk5viralvm736jsae6qtsq