Differentiability of Relations and Differential Stability of Perturbed Optimization Problems

DOI10.1137/0322033zbMath0552.58006OpenAlexW1994120194MaRDI QIDQ3345462

Jean-Paul Penot

Publication date: 1984

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0322033

zbMATH Keywords

Fréchet differentiabilityHadamard differentiabilitymathematical programmingvariationsperturbed optimization problemsdifferentiability of multifunctions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20) Calculus of functions on infinite-dimensional spaces (26E15)

Related Items (72)

Sensitivity analysis in constrained set-valued optimization via Studniarski derivatives ⋮ Sensitivity analysis for set-valued equilibrium problems ⋮ Calculus rules for derivatives of multimaps ⋮ Qualification conditions for multivalued functions in Banach spaces with applications to nonsmooth vector optimization problems ⋮ The eclipsing concept to approximate a multi-valued mapping ⋮ Approximation to a set-valued mapping. I: A proposal ⋮ Exact penalties and sufficient conditions for optimality in nonsmooth optimization ⋮ Higher-order set-valued Hadamard directional derivatives: calculus rules and sensitivity analysis of equilibrium problems and generalized equations ⋮ On regularity and stability in semi-infinite optimization ⋮ Invex optimisation problems ⋮ Contingent derivatives of set-valued maps and applications to vector optimization ⋮ On proto-differentiability of generalized perturbation maps ⋮ A calculus for set-valued maps and set-valued evolution equations ⋮ Multipliers and generalized derivatives of performance functions ⋮ Tangent Cones and Quasi-Interiorly Tangent Cones to Multifunctions ⋮ Calculus of tangent sets and derivatives of set-valued maps under metric subregularity conditions ⋮ On Fréchet differentiability of multifunctions ⋮ Compact, convex sets inRⁿand a new banach lattice. II.- Application: An approximation problem. ⋮ Sensitivity analysis in vector optimization ⋮ On optimization problems with set-valued objective maps ⋮ An extension of the Carathéodory differentiability to set-valued maps ⋮ Time-Coherent Risk Measures for Continuous-Time Markov Chains ⋮ On sensitivity analysis of parametric set-valued equilibrium problems under the weak efficiency ⋮ Second-order optimality conditions with the envelope-like effect for set-valued optimization ⋮ Some results on sensitivity analysis in set-valued optimization ⋮ Second-order optimality conditions for strict efficiency of constrained set-valued optimization ⋮ Second-order differentiability of generalized perturbation maps ⋮ Directional derivatives and subdifferentials for set-valued maps applied to set optimization ⋮ Second-order contingent derivatives of set-valued mappings with application to set-valued optimization ⋮ Higher-order weakly generalized epiderivatives and applications to optimality conditions ⋮ A metric approach to asymptotic analysis. ⋮ On Lagrance-Kuhn-Tucker Mulitipliers for Muliobjective Optimization Problems ⋮ On the Palais-Smale Condition for Nonsmooth Functions Over Closed and Convex Sets of Restrictions ⋮ On higher-order sensitivity analysis in nonsmooth vector optimization ⋮ Error Bounds and Multipliers in Constrained Optimization Problems with Tolerance ⋮ Tangency and differentiation: Marginal functions ⋮ Representations of affine multifunctions by affine selections ⋮ On the functions with pseudoconvex sublevel sets and optimality conditions ⋮ Necessary and sufficient condiitions for multiobjective optimization problems ⋮ Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator ⋮ Optimality and duality in set-valued optimization utilizing limit sets ⋮ Semi-differentiability of the Marginal Mapping in Vector Optimization ⋮ Optimality conditions for nonsmooth multiobjective optimization using Hadamard directional derivatives ⋮ First and second-order Lagrange claims for set-valued maps ⋮ Existence and boundedness of second-order Karush-Kuhn-Tucker multipliers for set-valued optimization with variable ordering structures ⋮ Optimality for set-valued optimization in the sense of vector and set criteria ⋮ Set-valued derivatives of multifunctions and optimality conditions ⋮ Recession maps and applications ⋮ Optimality conditions for mildly nonsmooth constrained optimization ⋮ Coderivatives of the generalized perturbation maps ⋮ Approximations, expansions and univalued representations of multifunctions ⋮ Sensitivity Analysis of Variational Inequalities via Twice Epi-differentiability and Proto-differentiability of the Proximity Operator ⋮ A comparative study of various notions of approximation of sets ⋮ An Epigraph-Based Approach to Sensitivity Analysis in Set-Valued Optimization ⋮ Unnamed Item ⋮ Stability of efficient solutions to set optimization problems ⋮ Suggested research topics in sensitivity and stability analysis for semi- infinite programming problems ⋮ Second-order conditions for open-cone minimizers and firm minimizers in set-valued optimization subject to mixed constraints ⋮ Sensitivity of solutions to a parametric generalized equation ⋮ The 𝒰-Lagrangian of a convex function ⋮ Calculus rules of the generalized contingent derivative and applications to set-valued optimization ⋮ Higher-order variational sets and higher-order optimality conditions for proper efficiency in set-valued nonsmooth vector optimization ⋮ Differentiable selections and Castaing representations of multifunctions ⋮ Second-order efficiency conditions and sensitivity of efficient points ⋮ A multiplier rule in set-valued optimisation ⋮ Higher-order weakly generalized adjacent epiderivatives and applications to duality of set-valued optimization ⋮ On Higher-Order Sensitivity Analysis of Parametric Henig Set-Valued Equilibrium Problems ⋮ Second-order composed contingent derivatives of perturbation maps in set-valued optimization ⋮ Second-order optimality conditions in set-valued optimization via asymptotic derivatives ⋮ Second-order sensitivity analysis for parametric equilibrium problems in set-valued optimization ⋮ First and second order optimality conditions for set-valued optimization problems ⋮ On set-valued optimization problems with variable ordering structure

This page was built for publication: Differentiability of Relations and Differential Stability of Perturbed Optimization Problems