Second-order characterizations of Lipschitz stability in nonlinear programming

DOI10.1023/A:1023695203500MaRDI QIDQ1417347zbMATH OpenOpenAlexFDO

Authors Diethard Klatte, Bernd Kummer

Publication date 4 January 2004

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1023695203500

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Sensitivity, stability, parametric optimization (90C31) Semi-infinite programming (90C34)

Review text

We study critical and stationary points of perturbed \(C^{1,1}\) optimization problems and characterize three types of Lipschitz stability in terms of contingent and Thibault derivatives for the mapping in question: strong regularity, upper Lipschitz behavior, and pseudo-Lipschitz behavior. It turns out that there is a full similarity with respect to stability conditions, quadratic approximation, and geometrical interpretation when comparing strong regularity and upper Lipschitz behavior of critical points. The only difference arises from the derivatives one has to apply, and these derivatives are determined in terms of the original data. In particular, the explicit formula for the contingent derivative of the stationary point map \(X\) under the Mangasarian-Fromowitz constraint qualification leads to criteria for both the pseudo- and upper Lipschitz behavior of \(X\). Our approach is essentially based on the analysis of the associated Kojima function, a product of a matrix function \(M(x)\) and a vector function containing terms of the form \((y^+,y^-)\), only. Applications to Lipschitz stability of optimal solutions are also discussed.

Recommendations

• scientific article; zbMATH DE number 1099075
• Strong Lipschitz Stability of Stationary Solutions for Nonlinear Programs and Variational Inequalities
• Characterizations of local upper Lipschitz property of perturbed solutions to nonlinear second-order cone programs
• Stability of Locally Optimal Solutions
• Generalized Kojima-functions and Lipschitz stability of critical points

Cited in

(7)

• A proof of the necessity of linear independence condition and strong second-order sufficient optimality condition for Lipschitzian stability in nonlinear programming
• Generalized Kojima-functions and Lipschitz stability of critical points
• A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems
• Coderivatives of a Karush-Kuhn-Tucker point set map and applications
• scientific article; zbMATH DE number 1099075 (Why is no real title available?)
• scientific article; zbMATH DE number 1099081 (Why is no real title available?)
• Characterizations of local upper Lipschitz property of perturbed solutions to nonlinear second-order cone programs

This page was built for publication: Second-order characterizations of Lipschitz stability in nonlinear programming

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1417347)