SIP: critical value functions have finite modulus of non-convexity (Q1925779): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10107-012-0554-7 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2040432381 / rank
 
Normal rank

Revision as of 18:37, 19 March 2024

scientific article
Language Label Description Also known as
English
SIP: critical value functions have finite modulus of non-convexity
scientific article

    Statements

    SIP: critical value functions have finite modulus of non-convexity (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    19 December 2012
    0 references
    The authors consider semi-infinite programming problems \(SIP(z)\) depending on a finite dimensional parameter \(z \in \mathbb{R}^p\). In this work, the authors generalize the results obtained by \textit{H. Günzel} et al. [SIAM J. Optim. 16, No. 4, 1044--1053 (2006; Zbl 1131.90044)] to the case of critical value functions of parametric semi-infinite programs (SIP). As in [Zbl 1131.90044], the techniques used in order to deduce their results, strongly depend on the characterization of strong stability of stationary points. In the abstract it is said: ``Provided that \(\bar x\) is a strongly stable stationary point of \(SIP(\bar z)\), there exists a locally unique and continuous stationary point mapping \(z\rightarrow x(z)\). This defines the local critical value function \(\varphi(z)@>\text{def}>>{=}f(x(z);z)\), where \(x\rightarrow f(x;z)\) denotes the objective function of \(SIP(z)\) for a given parameter vector \(z \in \mathbb{R}^p\). We show that \(\varphi\) is the sum of a convex function and a smooth function. In particular, this excludes the appearance of negative kinks in the graph of \(\varphi\).''
    0 references
    SIP
    0 references
    semi-infinite programming
    0 references
    parametric optimization
    0 references
    strong stability
    0 references
    modulus of nonconvexity
    0 references
    critical value function
    0 references

    Identifiers