Set-convergence and its application: a tutorial

DOI10.1007/S11228-020-00558-WzbMATH Open1464.49008arXiv2002.09774OpenAlexW3094079589MaRDI QIDQ829494FDOQ829494

Authors: Johannes O. Royset 

Publication date: 6 May 2021

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

Abstract: Optimization problems, generalized equations, and the multitude of other variational problems invariably lead to the analysis of sets and set-valued mappings as well as their approximations. We review the central concept of set-convergence and explain its role in defining a notion of proximity between sets, especially for epigraphs of functions and graphs of set-valued mappings. The development leads to an approximation theory for optimization problems and generalized equations with profound consequences for the construction of algorithms. We also introduce the role of set-convergence in variational geometry and subdifferentiability with applications to optimality conditions. Examples illustrate the importance of set-convergence in stability analysis, error analysis, construction of algorithms, statistical estimation, and probability theory.

Full work available at URL: https://arxiv.org/abs/2002.09774

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zbMATH Keywords

stabilityweak convergenceapproximation theoryepi-convergencegraphical convergencevariational geometryset-convergencesubdifferentiabilitytruncated Hausdorff distance

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Set-valued and variational analysis (49J53)

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Cited In (7)

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• Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
• Title not available (Why is that?)
• A variational approach to a cumulative distribution function estimation problem under stochastic ambiguity
• Set-valued orthogonality and nearness
• A radius of robust feasibility for uncertain farthest Voronoi cells
• Title not available (Why is that?)

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