A penalty scheme to solve constrained non-convex optimization problems in $BV(\Omega)$

Abstract

We investigate non-convex optimization problems in $BV(\Omega)$ with two-sided pointwise inequality constraints. We propose a regularization and penalization method to numerically solve the problem. Under certain conditions, weak limit points of iterates are stationary for the original problem. In addition, we prove optimality conditions for the original problem that contain Lagrange multipliers to the inequality constraints. Numerical experiments confirm the theoretical findings.