Variational analysis and generalized differentiation. I: Basic theory. II: Applications
control problemgeneralized differentiation optimizationnondifferentiable functionsnonsmoothnessset-valued mappingssets with nonsmooth boundaries
Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Optimality conditions for problems in abstract spaces (49K27) Sensitivity, stability, well-posedness (49K40) Sensitivity, stability, parametric optimization (90C31)
Optimization has been a major motivation and driving force for developing differential and integral calculus. Modern variational analysis can be viewed as an outgrowth of the calculus of variations and mathematical programming, where the focus is on optimization of functions relative to various constraints and on sensitivity/stability of optimization-related problems with respect to perturbations. One of the most characteristic features of modern variational analysis is the intrinsic presence of nonsmoothness, i.e., we must deal with nondifferentiable functions, sets with nonsmooth boundaries, and set-valued mappings. Indeed, many fundamental objects frequently encountered in the framework of variational analysis are inevitably of nonsmooth and/or set-valued structures requiring the development of new forms of analysis that involve generalized differentiation. The principal objective in these two volumes is to present basic concepts and principles of variational analysis unified in finite-dimensional and infinite-dimensional settings, to develop a comprehensive generalized differential theory at the same level of perfection in both finite and infinite dimensions, and to provide valuable applications of variational theory to broad classes of problems in constrained optimization and equilibrium, sensitivity and stability analysis, control theory for ordinary, functional-differential and partial differential equations, and also to selected problems in mechanics and economics. The author develops generalized differentiation by using a geometric dual-space approach, which revolves around the extremal principle, namely, a local variational counterpart of the classical convex separation in nonconvex settings. The book consists of eight chapters, being divided into two volumes. Chapter 1 concerns the generalized differential theory in arbitrary Banach spaces in terms of geometric dual spaces. The chapter starts with normals to sets, then proceeds to coderivatives of set-valued mappings, and then to subdifferentials to extended-real-valued functions. Chapter 2 concerns a detailed study of the extremal principle in variational analysis, which is to be put down as a variational counterpart of the convex separation principle in nonconvex settings. The princple is presented in three forms, i.e., in terms of \(\varepsilon\)-normals, Fréchet normals and basic normals. Chapter 3 is the cornerstone of the book, concerning comprehensive calculus rules for basic normals, subgradients and coderivatives in the framework of Asplund spaces. Chapter 4 gives complete characterizations and efficient applications of fundamental properties in nonlinear studies related to Lipschitzian stability, metric regularity, and covering/openness at a linear rate. The principal objective in chapter 5 is to derive necessary optimality and suboptimality conditions for various problems of constrained optimizations and equilibria in infinite-dimensional spaces. Chapter 6 derives necessary optimality conditions in a range of optimal control problems for evolution systems by using methods of variational analysis and generalized differentiation. It is concerned with dynamical systems governed by ordinary differential equations and inclusions in Banach spaces. Chapter 7 focuses on control systems with distributed parameters governed by functional-differential and partial differential relations. In particular, it studies optimal control problems for delayed differential-algebraic inclusions that cover several important classes of control systems essentially different from ordinary ones, and for partial differential equations of parabolic and hyperbolic types that involve boundary controls of both Dirichlet and Neumann types as well as pointwise state constraints. The book is accompanies by 1379 references, a comprehensive list of statements and a glossary of notation. Key issues of variational analysis in finite-dimensional spaces have been addressed by \textit{R. T. Rockafellar} and \textit{R. J.-B. Wets} [Variational analysis. Grundlehren der Mathematischen Wissenschaften. 317. Berlin: Springer (1998; Zbl 0888.49001)].
- First and second-order approximations as derivatives of mappings in optimality conditions for nonsmooth vector optimization
- Connections between the covector mapping theorem and convergence of pseudospectral methods for optimal control
- Variational pairs and applications to stability in nonsmooth analysis.
- On Abadie constraint qualification for multiobjective optimization problems
- Subdifferential stability analysis for convex optimization problems via multiplier sets
- Helping you finding an appropriate regularization process
- Critical multipliers in variational systems via second-order generalized differentiation
- Approaching nonsmooth nonconvex optimization problems through first order dynamical systems with hidden acceleration and Hessian driven damping terms
- On some extension of optimal control theory
- Normal and mixed partial second-order subdifferentials in variational analysis and optimization
- Infimal convolution and optimal time control problem. II: Limiting subdifferential
- (Sub-)differentiability of probability functions with elliptical distributions
- Full stability of general parametric variational systems
- Sensitivity analysis of a stationary point set map under total perturbations. II: Robinson stability
- Extended Euler-Lagrange and Hamiltonian conditions in optimal control of sweeping processes with controlled moving sets
- The global weak sharp minima with explicit exponents in polynomial vector optimization problems
- Differential stability of convex discrete optimal control problems
- On two questions of optimization theory concerning quadratic mappings
- Calculus of the exponent of Kurdyka-Łojasiewicz inequality and its applications to linear convergence of first-order methods
- Verifiable sufficient conditions for the error bound property of second-order cone complementarity problems
- Multivalued analysis and nonlinear programming problems with perturbations
- Normal forms of necessary conditions for dynamic optimization problems with pathwise inequality constraints
- Approaching nonsmooth nonconvex minimization through second-order proximal-gradient dynamical systems
- Optimality conditions for nonsmooth generalized semi-infinite programs
- Mathematical programs with blocks of vanishing constraints arising in discretized mixed-integer optimal control problems
- Second-order KKT optimality conditions for multiobjective discrete optimal control problems
- Constraint qualifications for Karush-Kuhn-Tucker conditions in multiobjective optimization
- Simple bilevel programming and extensions
- Min-sup-type zero duality gap properties for DC composite optimization problem
- Approximations for Pareto and proper Pareto solutions and their KKT conditions
- Well-posedness and subdifferentials of optimal value and infimal convolution
- New constraint qualifications with second-order properties in nonlinear optimization
- Optimality conditions for rank-constrained matrix optimization
- Sensitivity properties of parametric nonconvex evolution inclusions with application to optimal control problems
- Regularity of Newton's iteration for general parametric variational system
- Maximum principle in an optimal control problem with equality state constraints
- Stability of minimizers of set optimization problems
- Lyapunov functions for evolution variational inequalities with uniformly prox-regular sets
- Inclusions in general spaces: Hoelder stability, solution schemes and Ekeland's principle
- Variational analysis of convexly generated spectral max functions
- Set regularities and feasibility problems
- Error bounds for parametric polynomial systems with applications to higher-order stability analysis and convergence rates
- Infimal convolution and optimal time control problem. I: Fréchet and proximal subdifferentials
- Hölder metric subregularity for constraint systems in Asplund spaces
- Solution stability of a linearly perturbed constraint system and applications
- Local solvability of control systems with mixed constraints
- Separable reduction in the theory of Fréchet subdifferentials
- Convergence of subdifferentials and normal cones in locally uniformly convex Banach space
- On constrained impulsive control problems
- Systems of generalized quasivariational inclusions problems with applications to variational analysis and optimization problems
- Set separation, approximating multicones, and the Lipschitz maximum principle
- Scalar and asymptotic scalar derivatives. Theory and applications
- On the calculus of limiting subhessians
- Techniques of variational analysis
- Constrained optimization and image space analysis. Vol. 1: Separation of sets and optimality conditions
- Weak regularity of functions and sets in Asplund spaces
- About regularity of collections of sets
- Subdifferential regularities of perturbed distance functions outside the target set in Banach spaces
- Nonsmooth Lur'e dynamical systems in Hilbert spaces
- Variational analysis and applications. Proceedings of the 38th conference of the School of Mathematics ``G. Stampacchia in memory of G. Stampacchia and J.-L. Lions, Erice, Italy, June 20--July 1, 2003.
- Variational analysis of functions of the roots of polynomials
- Error bounds for eigenvalue and semidefinite matrix inequality systems
- Subgradient of distance functions with applications to Lipschitzian stability
- Lexicographic differentiation of nonsmooth functions
- First and second order optimality conditions in vector optimization problems with nontransitive preference relation
- On the continuity of the tangent cone to the determinantal variety
- Generalized differentiation of a class of normal cone operators and sensitivity of optimal control problems
- Transversality versus strong tangential transversality
- Regularity of multipliers for multiobjective optimal control problems governed by evolution equations
- Linearly perturbed generalized polyhedral normal cone mappings and applications
- Linear convergence of the Douglas-Rachford method for two closed sets
- On necessary optimality conditions in discrete control systems
- Non-degenerate necessary optimality conditions for the optimal control problem with equality-type state constraints
- On sufficient optimality conditions for multiobjective control problems
- On computation of limiting coderivatives of the normal-cone mapping to inequality systems and their applications
- Coderivative necessary optimality conditions for sharp and robust efficiencies in vector optimization with variable ordering structure
- Optimization of third-order discrete and differential inclusions described by polyhedral set-valued mappings
- First- and second-order optimality conditions for piecewise smooth objective functions
- Mixed type duality for set-valued optimization problems via higher-order radial epiderivatives
- Higher order optimality conditions with an arbitrary non-differentiable function
- Stability analysis of parametric generalized equations and applications
- Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification
- Weak differentiability with applications to variational analysis
- E-convexity and its generalizations
- Variational Analysis in Sobolev and BV Spaces
- Survey of piecewise convex maximization and PCMP over spherical sets
- On estimating the regular normal cone to constraint systems and stationarity conditions
- Convergence analysis of a proximal point algorithm for minimizing differences of functions
- Properties of derivates and some applications
- Application of variational analysis and control theory to nonparametric maximum likelihood estimation of a density function
- Approximate optimality conditions for minimax programming problems
- Baire's category in existence problems for non-convex lower semicontinuous evolution differential inclusions
- Rated extremal principles for finite and infinite systems
- scientific article; zbMATH DE number 439536 (Why is no real title available?)
- Functional analysis, calculus of variations and optimal control
- On the theory of necessary optimality conditions in discrete systems
- Sobolev-Morrey regularity of solutions to general quasilinear elliptic equations
- Global and semilocal theorems on implicit and inverse functions in Banach spaces
- A hybrid semismooth quasi-Newton method for structured nonsmooth operator equations in Banach spaces
- Variational analysis and mathematical economics. I: Subdifferential calculus and the second theorem of welfare economics
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