Second-Order Variational Analysis of Parametric Constraint and Variational Systems

DOI10.1137/17M1157751MaRDI QIDQ4624927zbMATH OpenWikidataFDO

Authors Helmut Gfrerer, Boris S. Mordukhovich

Publication date 20 February 2019

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.07082

zbMATH Keywords

conic programmingmetric subregularitysecond-order variational analysisnormal cone mappingsgraphical derivatives\(C^2\)-cone reducibilityparametric constraint and variational systems

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Regularity of solutions in optimal control (49N60) Set-valued and variational analysis (49J53)

Abstract: This paper is devoted to the generalized differential study of the normal cone mappings associated with a large class of parametric constraint systems (PCS) that appear, in particular, in nonpolyhedral conic programming. Conducting a local second-order analysis of such systems, we focus on computing the (primal-dual) graphical derivative of the normal cone mapping under the $C^2$-cone reducibility of the constraint set together with the fairly weak metric subregularity constraint qualification and its uniform parametric counterpart known as Robinson stability. The obtained precise formulas for computing the underlying second-order object are applied to the derivation of comprehensive conditions ensuring the important stability property of isolated calmness for solution maps to parametric variational systems associated with the given PCS.

Recommendations

• Second-order variational analysis in second-order cone programming
• Second-order variational analysis in conic programming with applications to optimality and stability
• On a class of second order variational problems with constraints
• Constrained variational problems governed by second-order Lagrangians
• Second order variational analysis of disjunctive constraint sets and its applications to optimization problems
• Second-order duality for variational problems
• Partial second-order subdifferentials in variational analysis and optimization
• Second-order dynamical systems associated to variational inequalities
• Second-order duality for the variational problems
• Variational approach to second-order sufficient optimality conditions in optimal control

Cites work

• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• A Lipschitzian Characterization of Convex Polyhedra
• Characterization of tilt stability via subgradient graphical derivative with applications to nonlinear programming
• Complete characterizations of tilt stability in nonlinear programming under weakest qualification conditions
• Computation of Graphical Derivative for a Class of Normal Cone Mappings under a Very Weak Condition
• Critical multipliers in variational systems via second-order generalized differentiation
• Graphical derivatives and stability analysis for parameterized equilibria with conic constraints
• Implicit Functions and Solution Mappings
• Implicit multifunction theorems for the sensitivity analysis of variational conditions
• On computation of generalized derivatives of the normal-cone mapping and their applications
• On the Aubin property of a class of parameterized variational systems
• On the Calmness of a Class of Multifunctions
• Perturbation analysis of second-order cone programming problems
• Proto-differentiability of set-valued mappings and its applications in optimization
• Robinson Stability of Parametric Constraint Systems via Variational Analysis
• Second-order variational analysis in conic programming with applications to optimality and stability
• Second-order variational analysis in second-order cone programming
• Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
• Variational Analysis
• Variational analysis and applications

Cited in

(17)

• Second-order variational analysis in conic programming with applications to optimality and stability
• Criticality of Lagrange multipliers in variational systems
• Characterizations of tilt-stable minimizers in second-order cone programming
• Second-order variational analysis in second-order cone programming
• A new class of generalized quasi-variational inequalities with applications to Oseen problems under nonsmooth boundary conditions
• Quadratic Growth and Strong Metric Subregularity of the Subdifferential via Subgradient Graphical Derivative
• Nonlinear Quasi-hemivariational Inequalities: Existence and Optimal Control
• Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems
• On a Semismooth* Newton Method for Solving Generalized Equations
• Sufficient optimality conditions in bilevel programming
• Second order variational analysis of disjunctive constraint sets and its applications to optimization problems
• Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs
• Graphical derivatives and stability analysis for parameterized equilibria with conic constraints
• Parabolic regularity in geometric variational analysis
• New second-order optimality conditions for directional optimality of a general set-constrained optimization problem
• Necessary conditions for a minimum in classical calculus of variations in the presence of various types of degenerations
• On the Aubin property of solution maps to parameterized variational systems with implicit constraints

This page was built for publication: Second-Order Variational Analysis of Parametric Constraint and Variational Systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4624927)