Stable well-posedness and tilt stability with respect to admissible functions

DOI10.1051/COCV/2016067MaRDI QIDQ4594366zbMATH OpenOpenAlexFDO

Authors Xi Yin Zheng, Jiangxing Zhu

Publication date 23 November 2017

Published in ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1603.03163

zbMATH Keywords

well-posednessadmissible functiontilt-stabilitysecond subdifferentialstable weak well-posedness

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Sensitivity, stability, well-posedness (49K40)

Abstract: Note that the well-posedness of a proper lower semicontinuous function $f$ can be equivalently described using an admissible function. In the case when the objective function $f$ undergos the tilt perturbations in the sense of Poliquin and Rockafellar, adopting admissible functions $varphi$ and $psi$, this paper introduces and studies the stable well-posedness of $f$ with respect to $varphi$ (in breif, $varphi$-SLWP) and tilt-stable local minimum of $f$ with respect to $psi$ (in brief, $psi$-TSLM). In the special case when $varphi(t)=t^2$ and $psi(t)=t$, the corresponding $varphi$-SLWP and $psi$-TSLM reduce to the stable second local minimizer and tilt stable local minimum respectively, which have been extensively studied in recent years. We discover an interesting relationship between two admissible functions $varphi$ and $psi$: $psi(t)=(varph{i}^{\prime }{)}^{-1}(t)$, which implies that a proper lower semicontinous function $f$ on a Banach space has $varphi$-SLWP if and only if $f$ has $psi$-TSLM. Using the techniques of variational analysis and conjugate analysis, we also prove that the strong metric $varph{i}^{\prime }$-regularity of $partialf$ is a sufficient condition for $f$ to have $varphi$-SLWP and that the strong metric $varph{i}^{\prime }$-regularity of $$ for some $r>0$ is a necessary condition for $f$ to have $varphi$-SLWP. In the special case when $varphi(t)=t^2$, our results cover some existing main results on the tilt stability.

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Cited in

(14)

• A study of tilt-stable optimality and sufficient conditions
• Second order sufficient conditions for stable well-posedness of -prox-regular functions
• Fully Hölderian stable minimum with respect to both tilt and parameter perturbations
• Generalized metric subregularity for generalized subsmooth multifunctions in Asplund spaces
• Hölder stable minimizers, tilt stability, and Hölder metric regularity of subdifferentials
• Fully stable well-posedness and fully stable minimum with respect to an admissible function
• Stable global well-posedness and global strong metric regularity
• Stable Minimizers of \varphi-Regular Functions
• Well-posed solvability of convex optimization problems on a differentiable or continuous closed convex set
• Well-posedness and generalized metric subregularity with respect to an admissible function
• Convex Optimization Problems on Differentiable Sets
• Generalized metric subregularity and regularity with respect to an admissible function
• Uniform growth condition with respect to an admissible function
• Well-posed uniform solvability of convex optimization problems on a uniform differentiable closed convex set

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