On Lipschitz semicontinuity properties of variational systems with application to parametric optimization
From MaRDI portal
Abstract: In this paper two properties of recognized interest in variational analysis, known as Lipschitz lower semicontinuity and calmness, are studied with reference to a general class of variational systems, i.e. to solution mappings to parameterized generalized equations. In consideration of the metric nature of such properties, some related sufficient conditions are established, which are expressed via nondegeneracy conditions on derivative-like objects appropriate for a metric space analysis. For certain classes of generalized equations in Asplund spaces, it is shown how such conditions can be formulated by using the Fr'echet coderivative of the field and the derivative of the base. Applications to the stability analysis of parametric constrained optimization problems are proposed.
The present paper is devoted to the study of special semicontinuity properties of mappings implicitly defined by parametrized generalized equations. Solving parametrized generalized equations means to find \(x\) in a given set \(X\) such that \(f(p,x) \in F(p,x)\), where \(F: P \times X \longrightarrow Y\) is a given mapping, \(f: P \times X \longrightarrow Y\) is a given function, and \(P\) is a set of parameters. The author investigates Lipschitz lower semi-continuity and calmness of solution mappings to parametrized generalized equations. Related sufficient conditions are established. Various approaches to expressing the sufficient conditions are presented. The results are applied to the stability analysis of parametric constrained optimization problems.
Recommendations
- Metric regularity and Lipschitzian stability of parametric variational systems
- On a Quantitative Semicontinuity Property of Variational Systems with Applications to Perturbed Quasidifferentiable Optimization
- Lipschitz and Hölder stability of optimization problems and generalized equations
- Lipschitzian stability of fully parameterized generalized equations
- Lower semicontinuity of the solution set to a parametric optimal control problem
Cites work
- A New Approach to Lagrange Multipliers
- Calmness and Exact Penalization
- Calmness of constraint systems with applications
- Calmness of efficient solution maps in parametric vector optimization
- Coderivative calculus and metric regularity for constraint and variational systems
- Enhanced metric regularity and Lipschitzian properties of variational systems
- Error bounds: necessary and sufficient conditions
- Failure of metric regularity for major classes of variational systems
- Generalized equations and their solutions, Part I: Basic theory
- Generic Frechet-Differentiability and Perturbed Optimization Problems in Banach Spaces
- scientific article; zbMATH DE number 3728944 (Why is no real title available?)
- scientific article; zbMATH DE number 3772411 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- Implicit multifunction theorems in complete metric spaces
- Introduction to sensitivity and stability analysis in nonlinear programming
- Lipschitz Behavior of Solutions to Convex Minimization Problems
- Metric regularity and Lipschitzian stability of parametric variational systems
- Metric regularity and subdifferential calculus
- Metric subregularity and calmness for nonconvex generalized equations in Banach spaces
- Metric Subregularity and Constraint Qualifications for Convex Generalized Equations in Banach Spaces
- Necessary and Sufficient Conditions for a Local Minimum. 1: A Reduction Theorem and First Order Conditions
- Nonsmooth analysis
- Nonsmooth equations in optimization. Regularity, calculus, methods and applications
- Normal coderivative for multifunctions and implicit function theorems
- On metric and calmness qualification conditions in subdifferential calculus
- On some regularity properties in variational analysis
- Openness stability and implicit multifunction theorems: applications to variational systems
- Optimality conditions for bilevel programming problems
- Sensitivity Analysis of Solutions to Generalized Equations
- Some continuity properties of polyhedral multifunctions
- Stability of the solution set of perturbed nonsmooth inequality systems and application
- Supercalm multifunctions for convergence analysis
- Techniques of variational analysis
- Variational Analysis
- Variational analysis of extended generalized equations via coderivative calculus in Asplund spaces
- Variational conditions and the proto-differentiation of partial subgradient mappings
- Variational conditions with smooth constraints: structure and analysis
- Variational pairs and applications to stability in nonsmooth analysis.
- Weak Sharp Minima: Characterizations and Sufficient Conditions
Cited in
(14)- On the quantitative solution stability of parameterized set-valued inclusions
- Stability analysis for parameterized variational systems with implicit constraints
- Metric regularity and Lipschitzian stability of parametric variational systems
- Calmness and Stability Properties of Marginal and Performance Functions
- scientific article; zbMATH DE number 5572797 (Why is no real title available?)
- scientific article; zbMATH DE number 2159406 (Why is no real title available?)
- Error bounds and metric subregularity
- On a Quantitative Semicontinuity Property of Variational Systems with Applications to Perturbed Quasidifferentiable Optimization
- Relative Lipschitz-like Property of Parametric Systems via Projectional Coderivatives
- On pseudo-Lipschitzian continuity of the solution set of parametric optimization problems
- Stability properties for parametric linear programs under data ambiguities
- On the Aubin property of a class of parameterized variational systems
- Lipschitz lower semicontinuity moduli for linear inequality systems
- Lipschitz continuity results for a class of variational inequalities and applications: A geometric approach
This page was built for publication: On Lipschitz semicontinuity properties of variational systems with application to parametric optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q467403)
