On the quantitative solution stability of parameterized set-valued inclusions

DOI10.1007/S11228-020-00571-ZzbMATH Open1470.49035arXiv2003.03153OpenAlexW3119921075MaRDI QIDQ2045191FDOQ2045191

Authors: Amos Uderzo 

Publication date: 12 August 2021

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/2003.03153

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

zbMATH Keywords

solution mappingcalmnessoptimal value functionparametric optimizationLipschitz semicontinuityset-valued inclusion

Mathematics Subject Classification ID

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)

Cites Work

• Variational Analysis
• Nonsmooth equations in optimization. Regularity, calculus, methods and applications
• Techniques of variational analysis
• Calculus without derivatives
• Calmness and Stability Properties of Marginal and Performance Functions
• Some continuity properties of polyhedral multifunctions
• Title not available (Why is that?)
• Infinite dimensional analysis. A hitchhiker's guide.
• Implicit Functions and Solution Mappings
• Error bounds in mathematical programming
• Nonsmooth Analysis: Differential Calculus of Nondifferentiable Mappings
• An Application of Error Bounds for Convex Programming in a Linear Space
• Generalized equations and their solutions, Part I: Basic theory
• Metric regularity and subdifferential calculus
• Set-valued optimization. An introduction with applications
• Robust convex optimization
• Metric regularity of mappings and generalized normals to set images
• Error bounds and metric subregularity
• Stability of error bounds for convex constraint systems in Banach spaces
• Title not available (Why is that?)
• Characterizations of error bounds for lower semicontinuous functions on metric spaces
• Error bounds: necessary and sufficient conditions
• On error bounds for lower semicontinuous functions.
• On Lipschitz semicontinuity properties of variational systems with application to parametric optimization
• About stationarity and regularity in variational analysis
• Variational Analysis of Regular Mappings
• Variational Analysis and Applications
• On a Quantitative Semicontinuity Property of Variational Systems with Applications to Perturbed Quasidifferentiable Optimization
• On semiregularity of mappings
• An implicit multifunction theorem for the hemiregularity of mappings with application to constrained optimization
• Title not available (Why is that?)
• On some generalized equations with metrically C-increasing mappings: solvability and error bounds with applications to optimization
• On a strong covering property of multivalued mappings
• Solution analysis for a class of set-inclusive generalized equations: a convex analysis approach

Cited In (4)

• On some efficiency conditions for vector optimization problems with uncertain cone constraints: a robust approach via set-valued inclusions
• 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
• From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems

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)