On the quantitative solution stability of parameterized set-valued inclusions
From MaRDI portal
Publication:2045191
solution mappingcalmnessoptimal value functionparametric optimizationLipschitz semicontinuityset-valued inclusion
Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Methods involving semicontinuity and convergence; relaxation (49J45) Set-valued and variational analysis (49J53) Programming in abstract spaces (90C48) Existence theories for problems in abstract spaces (49J27) Robustness in mathematical programming (90C17)
Abstract: The subject of the present paper are stability properties of the solution set to set-valued inclusions. The latter are problems emerging in robust optimization and mathematical economics, which can not be cast in traditional generalized equations. The analysis here reported focuses on several quantitative forms of semicontinuity for set-valued mappings, widely investigated in variational analysis, which include, among others, calmness. Sufficient conditions for the occurrence of these properties in the case of the solution mapping to a parameterized set-valued inclusion are established. Consequences on the calmness of the optimal value function, in the context of parametric optimization, are explored. Some specific tools for the analysis of the sufficient conditions, in the case of set-valued inclusion with concave data, are provided in a Banach space setting.
Recommendations
- About semicontinuity of set-valued maps and stability of quasivariational inclusions
- On the solution stability of variational inequalities
- On the stability of the solution set mappings to parametric set optimization problems
- Stability of minimal solutions to parametric set optimization problems
- Stability property in bifunction-set optimization
Cites work
- scientific article; zbMATH DE number 3728944 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 1539031 (Why is no real title available?)
- About stationarity and regularity in variational analysis
- An Application of Error Bounds for Convex Programming in a Linear Space
- An implicit multifunction theorem for the hemiregularity of mappings with application to constrained optimization
- Calculus without derivatives
- Calmness and Stability Properties of Marginal and Performance Functions
- Characterizations of error bounds for lower semicontinuous functions on metric spaces
- Error bounds and metric subregularity
- Error bounds in mathematical programming
- Error bounds: necessary and sufficient conditions
- Generalized equations and their solutions, Part I: Basic theory
- Implicit Functions and Solution Mappings
- Infinite dimensional analysis. A hitchhiker's guide.
- Metric regularity and subdifferential calculus
- Metric regularity of mappings and generalized normals to set images
- Nonsmooth Analysis: Differential Calculus of Nondifferentiable Mappings
- Nonsmooth equations in optimization. Regularity, calculus, methods and applications
- On Lipschitz semicontinuity properties of variational systems with application to parametric optimization
- On a Quantitative Semicontinuity Property of Variational Systems with Applications to Perturbed Quasidifferentiable Optimization
- On a set-covering property of multivalued mappings
- On error bounds for lower semicontinuous functions.
- On semiregularity of mappings
- On some generalized equations with metrically \(C\)-increasing mappings: solvability and error bounds with applications to optimization
- Robust convex optimization
- Set-valued optimization. An introduction with applications
- Solution analysis for a class of set-inclusive generalized equations: a convex analysis approach
- Some continuity properties of polyhedral multifunctions
- Stability of error bounds for convex constraint systems in Banach spaces
- Techniques of variational analysis
- Variational Analysis
- Variational analysis and applications
- Variational analysis of regular mappings. Theory and applications
Cited in
(5)- On differential properties of multifunctions defined implicitly by set-valued inclusions
- On some efficiency conditions for vector optimization problems with uncertain cone constraints: a robust approach via set-valued inclusions
- From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems
- Lipschitz upper semicontinuity in linear optimization via local directional convexity
- Conditions for the stability of ideal efficient solutions in parametric vector optimization via set-valued inclusions
This page was built for publication: On the quantitative solution stability of parameterized set-valued inclusions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2045191)
