Path-following Methods for a Class of Constrained Minimization Problems in Function Space

Abstract

Path-following methods for primal-dual active set strategies requiring a regularization parameter are introduced. Existence of a primal-dual path and its differentiability properties are analyzed. Monotonicity and convexity of the primal-dual path value function are investigated. Both feasible and infeasible approximations are considered. Numerical path-following strategies are developed and their efficiency is demonstrated by means of examples.