R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
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Publication:2116024
DOI10.1007/S11228-021-00578-0zbMATH Open1484.49035arXiv2005.06768OpenAlexW3169574715MaRDI QIDQ2116024FDOQ2116024
Publication date: 15 March 2022
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Abstract: The presence of Lipschitzian properties for solution mappings associated with nonlinear parametric optimization problems is desirable in the context of stability analysis or bilevel optimization. An example of such a Lipschitzian property for set-valued mappings, whose graph is the solution set of a system of nonlinear inequalities and equations, is R-regularity. Based on the so-called relaxed constant positive linear dependence constraint qualification, we provide a criterion ensuring the presence of the R-regularity property. In this regard, our analysis generalizes earlier results of that type which exploited the stronger Mangasarian-Fromovitz or constant rank constraint qualification. Afterwards, we apply our findings in order to derive new sufficient conditions which guarantee the presence of R-regularity for solution mappings in parametric optimization. Finally, our results are used to derive an existence criterion for solutions in pessimistic bilevel optimization and a sufficient condition for the presence of the so-called partial calmness property in optimistic bilevel optimization.
Full work available at URL: https://arxiv.org/abs/2005.06768
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Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Regularity of solutions in optimal control (49N60) Set-valued and variational analysis (49J53)
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