Multivalued analysis and nonlinear programming problems with perturbations
The aim of this book is to study, in finite dimensional spaces, multivalued mappings and the associated marginal functions and to apply the results to optimization problems with quite general constraints. More precisely, the following class of programming problems is the final object of investigation: \[ (\overline P_x)\qquad f(x,y)\to\inf_y,\;y\in F(x). \] Here \(f:\mathbb{R}^n\times \mathbb{R}^m\to\mathbb{R}\) and \(F\) is a multivalued mapping of \(\mathbb{R}^n\) to \(\mathbb{R}^m\). To a great extent, the analysis of such problems is sensitivity analysis, i.e., it consists in studying the marginal function (or optimal value function) \[ \varphi (x)=\inf\bigl\{f(x,y),\mid y\in F(x)\bigr\} \] and the set of optimal solutions \[ \omega(x)=\bigl\{y\in F(x)\mid\varphi(x)=f(x,y)\bigr\}. \] These functions are in general not differentiable, and this is the starting point of the book. The text is divided into six chapters. After a list with the notation used, Chapter 2 contains elements of convex analysis and of quasidifferentiable calculus in the sense of Demyanov and Rubinov. Chapter 3 deals with continuity and differentiability properties of multivalued mappings. Several notions of semicontinuity and (pseudo-)Lipschitz continuity are introduced and their relationship to each other and to the associated marginal function is studied. Moreover, various kinds of directional derivatives of multivalued mapppings are defined via tangent cones and are investigated in terms of the distance function. Chapter 4 is devoted to subdifferentials of marginal functions. In particular, estimates (in the sense of set inclusion) are established for the Clarke subdifferential and for subdifferentials of Mordukhovich. Chapter 5 presents sufficient conditions for the existence of the directional derivative of marginal functions. In this connection, weakly uniformly differentiable as well as strongly differentiable multifunctions are considered. The concluding chapter deals with the sensitivity analysis of perturbed programming problems such as \((\overline P_x)\). In this connection, various regularity concepts are introduced and studied. The results are then applied to programming problems with a finite number of inequalities and equations as constraints and in particular to programming problems with quasidifferentiable data. Finally, sufficient conditions are established for the second-order directional derivative of the marginal function to exist. The material is presented in a clear, rigorous manner. Beside the bibliographical comments at the end of the book, various references to the literature are given within the text. As the authors point out, the selection of the material was strongly influenced by the former Soviet school of optimization, in particular by Demyanov and Rubinov. Consequently, a significant part of the results have not been published in English before. Within the setting of finite dimensional spaces the unified approach to the directional differentiability of multifunctions and their associated marginal functions is a remarkable feature of the book and can be the starting point for further research. Unfortunately, the book contains a number of missprints. In particular, when the authors refer to Chapter \(k\) in the Preface and in the Bibliographical Comments, they mean Chapter \(k+1\). Also the page numbers in the Index are not correct. Despite these shortcomings the book is a useful contribution to nonsmooth analysis and optimization.
- Multivalued analysis and differential properties of multivalued mappings
- Generalized \({\varepsilon }\)-quasi solutions of set optimization problems
- R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
- Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs
- On relaxed constant rank regularity condition in mathematical programming
- Value functions and their directional derivatives in parametric nonlinear programming
- scientific article; zbMATH DE number 625128 (Why is no real title available?)
- Perturbation analysis of optimization problems
- scientific article; zbMATH DE number 929819 (Why is no real title available?)
- Lectures on variational analysis
- On Lipschitz-like continuity of a class of set-valued mappings
- First-order approximations of multivalued mappings and directional differentiability of maximum functions
- On error bounds for quasinormal programs
- On a Quantitative Semicontinuity Property of Variational Systems with Applications to Perturbed Quasidifferentiable Optimization
- scientific article; zbMATH DE number 7746334 (Why is no real title available?)
- Nonsmooth optimization reformulations characterizing all solutions of jointly convex generalized Nash equilibrium problems
- On Local Error Bound in Nonlinear Programs
- Marginal analysis of convex optimization problems with set-valued inclusion constraints
- Generalized derivatives and nonsmooth optimization, a finite dimensional tour (with comments and rejoinder)
- Convex difference criteria for the quantitative stability of parametric quasidifferentiable systems
- Exact penalty functions and calmness for mathematical programming under nonlinear perturbations
This page was built for publication: Multivalued analysis and nonlinear programming problems with perturbations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1852843)
