Stability and error analysis for optimization and generalized equations
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Hausdorff distancestabilityapproximation theoryoptimality conditionsgeneralized equationsperturbation analysis
Numerical optimization and variational techniques (65K10) Optimality conditions and duality in mathematical programming (90C46) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Optimality conditions for problems in abstract spaces (49K27) Sensitivity, stability, well-posedness (49K40)
Abstract: Stability and error analysis remain challenging for problems that lack regularity properties near solutions, are subject to large perturbations, and might be infinite dimensional. We consider nonconvex optimization and generalized equations defined on metric spaces and develop bounds on solution errors using the truncated Hausdorff distance applied to graphs and epigraphs of the underlying set-valued mappings and functions. In the process, we extend the calculus of such distances to cover compositions and other constructions that arise in nonconvex problems. The results are applied to constrained problems with feasible sets that might have empty interiors, solution of KKT systems, and optimality conditions for difference-of-convex functions and composite functions.
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Cited in
(10)- Set-convergence and its application: a tutorial
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