Decomposition descent method for limit optimization problems

Abstract

© Springer International Publishing AG 2017. We consider a general limit optimization problem whose goal function need not be smooth in general and only approximation sequences are known instead of exact values of this function. We suggest to apply a two-level approach where approximate solutions of a sequence of mixed variational inequality problems are inserted in the iterative scheme of a selective decomposition descent method. Its convergence is attained under coercivity type conditions.