Well-posed optimization problems
Preface: This book aims to present, in a unified way, some basic aspects of the mathematical theory of well-posedness in scalar optimization. The first fundamental concept in this area is inspired by the classical idea of J. Hadamard, which goes back to the beginning of this century. It requires existence and uniqueness of the optimal solution together with continuous dependence on the problem's data. In the early sixties A. Tykhonov introduced another concept of well- posedness imposing convergence of every minimizing sequence to the unique minimum point. Its relevance to (and motivation from) the approximate (numerical) solution of optimization problems is clear. In the book, the authors study both the Tykhonov and the Hadamard concepts of well-posedness, the links between them and also some extensions (e.g. relaxing the uniqueness). Both the pure and the applied sides of our topic are presented. The first four chapters are devoted to abstract optimization problems. Applications to optimal control, calculus of variations and mathematical programming are the subject matter of the remaining five chapters. Chapter I contains the basic facts about Tykhonov well-posedness and its generalizations. The main metric, topological and differential characterizations are discussed. The Tykhonov regularization method is outlined. Chapter II is the key chapter (as we see from its introduction) because it is devoted to a basic issue: the relationships between Tykhonov and Hadamard well-posedness. We emphasize the fundamental links between the two concepts in the framework of best approximation problems, convex functions and variational inequalities. Chapter III approaches the generic nature of well-posedness (or sometimes ill-posedness) within various topological settings. Parametric optimization problems which are well-posed for a dense, or generic, set of parameters are considered. The relationship with differentiability (sensitivity analysis) is pointed out. Chapter IV establishes the links between Hadamard well-posedness and variational or epi-convergences. In this way several characterizations of Hadamard well-posedness in optimization are obtained. For convex problems the well-posedness is characterized via the Euler-Lagrange equation. An application to nonsmooth problems is presented, and the role of the convergence in the sense of Mosco is exploited, especially for quadratic problems. Chapter V is the first one devoted to applications of the theory developed in the first four chapters. Characterizations of well-posedness in optimal control problems for ordinary (or partial) differential equations are discussed. We deal with various forms of well-posedness, including Lipschitz properties of the optimal state and control. Chapter VI discusses the equivalence between the relaxability of optimal control problems and the continuity of the optimal value (with an abstract generalization). The link with the convergence of discrete-time approximations is presented. Chapter VII focuses on the study of singular perturbation phenomena in optimal control from the point of view of Hadamard well-posedness. Continuity properties of various mappings appearing in singularly perturbed problems (e.g. the reachable set depending on a small parameter in the derivative) are studied. Chapter VIII is devoted to characterizations of Tykhonov and Hadamard well-posedness for Lagrange problems with constraints in the calculus of variations, after treating integral functionals without derivatives. We also discuss the classical Ritz method, least squares, and the Lavrentiev phenomenon. Chapter IX considers first the basic (Berge-type) well-posedness results in a topological setting, for abstract mathematical programming problems depending on a parameter. Then we characterize the stability of the feasible set defined by inequalities, via constraint qualification conditions; Lipschitz properties of solutions to generalized equations are also discussed. Hadamard well-posedness in convex mathematical programming is studied. Quantitative estimates for the optimal solutions are obtained using local Hausdorff distances. Results about Lipschitz continuity of solutions in nonlineaer and linear programming end the chapter.
- Hadamard types of well-posedness of non-self set-valued mappings for coincide points
- A regularization method for the second-order cone complementarity problem with the Cartesian \(P_0\)-property
- Levitin-Polyak well-posedness of generalized quasivariational inequalities with functional constraints
- A regularization smoothing Newton method for solving nonlinear complementarity problem
- Approximation schemes for functional optimization problems
- Extended well-posedness of quasiconvex vector optimization problems
- Well-posedness for set optimization problems
- Well-posedness for equilibrium problems and for optimization problems with equilibrium constraints
- Hadamard well-posedness in discontinuous non-cooperative games
- Metric characterizations of \(\alpha \)-well-posedness for symmetric quasi-equilibrium problems
- Well-posedness by perturbations of mixed variational inequalities in Banach spaces
- Levitin-Polyak well-posedness of variational inequalities
- Well-posed equilibrium problems
- Starshaped sets and best approximation
- On mutually nearest and mutually furthest points of sets in Banach spaces
- A proof of the necessity of linear independence condition and strong second-order sufficient optimality condition for Lipschitzian stability in nonlinear programming
- Neighborhood turnpike theorem for continuous-time optimization models
- Ambiguous loci of the nearest point mapping in Banach spaces
- Well-posed constrained optimization problems in metric spaces
- Well-posed optimization problems and a new topology for the closed subsets of a metric space
- Extended well-posedness of optimization problems
- Error bounds in mathematical programming
- Almost Chebyshev set with respect to bounded subsets
- Porosity of mutually nearest and mutually furthest points in Banach spaces.
- Multiple solutions for nonlinear elliptic equations at resonance with a nonsmooth potential.
- Optimal control of difference, differential, and differential-difference inclusions
- Well-posed optimal control problems
- The solution of infinitely ill-conditioned weakly-singular problems
- On well posed generalized best approximation problems
- On well posedness of best simultaneous approximation problems in Banach spaces.
- Epsilon penalty method combined with an extension of the Ritz method for solving a class of fractional optimal control problems with mixed inequality constraints
- Apart sets and functions: an application to the stability of penalized optimization problems
- Drift counteraction optimal control for deterministic systems and enhancing convergence of value iteration
- Levitin-Polyak well-posedness by perturbations of split minimization problems
- The well-posedness for generalized fuzzy games
- Iterative regularization via dual diagonal descent
- Well-posedness of multicriteria network equilibrium problem
- Pointwise and global well-posedness in set optimization: a direct approach
- A non-monotone regularization Newton method for the second-order cone complementarity problem
- Characterizations of generalized Levitin-Polyak well-posed set optimization problems
- Well-posedness by perturbations for variational-hemivariational inequalities
- Generic solutions for some perturbed optimization problem in non-reflexive Banach spaces
- Smooth convex approximation to the maximum eigenvalue function
- On the continuity of the optimal value in parametric linear optimization: Stable discretization of the Lagrangian dual of nonlinear problems
- Well-posedness by perturbations of variational problems
- Linear semi-infinite programming theory: an updated survey
- Continuity of minimal points with applications to parametric multiple objective optimization
- Ambiguous loci of mutually nearest and mutually furthest points in Banach spaces
- On well-posed mutually nearest and mutually furthest point problems in Banach spaces
- Topological spaces related to the Banach-Mazur game and the generic well- posedness of optimization problems
- Well-set and well-posed minimization problems
- Implicit function theorems for generalized equations
- State constraints in the linear regulator problem: Case study
- A note of Lipschitz constants for solutions of linear inequalities and equations
- Scalarization method for Levitin-Polyak well-posedness of vectorial optimization problems
- Well-posedness for generalized quasi-variational inclusion problems and for optimization problems with constraints
- Stability in linear optimization and related topics. A personal tour
- Levitin-Polyak well-posedness by perturbations of inverse variational inequalities
- Hadamard well-posedness for a set-valued optimization problem
- Characterizations of the nonemptiness and compactness for solution sets of convex set-valued optimization problems
- Variational formulation and structural stability of monotone equations
- Well-posedness and primal-dual analysis of some convex separable optimization problems
- Levitin-Polyak well-posedness in vector quasivariational inequality problems with functional constraints
- On mutually nearest and mutually farthest points in reflexive Banach spaces
- Generic existence of solutions for some perturbed optimization problems
- Well-posedness for generalized set equilibrium problems
- Scalarization of Levitin-Polyak well-posedness in vector optimization using weak efficiency
- Well-posedness of minimization problems in contact mechanics
- Well-posedness and structural stability on a system of simultaneous generalized vector quasi-equilibrium problems
- On well-posed isoperimetric-type constrained variational control problems
- Optimization problems for locally convex cone-valued functions
- A note on pointwise well-posedness of set-valued optimization problems
- On the nonuniqueness and instability of solutions of tracking-type optimal control problems
- Tykhonov well-posedness of a heat transfer problem with unilateral constraints.
- Tykhonov well-posedness of fixed point problems in contact mechanics
- Stable global well-posedness and global strong metric regularity
- Well-posed control problems related to second-order differential inclusions
- On the Tykhonov well-posedness of an antiplane shear problem
- Levitin-Polyak well-posedness for constrained quasiconvex vector optimization problems
- Hadamard well-posed vector optimization problems
- On the well-posedness concept in the sense of Tykhonov
- On the generic structure and stability of Stackelberg equilibria
- Well-posedness and subdifferentials of optimal value and infimal convolution
- Lipschitz modulus of the optimal value in linear programming
- Levitin-Polyak well-posedness for set optimization problems involving set order relations
- Tykhonov well-posedness for quasi-equilibrium problems
- Well-posedness and stability for abstract spline problems
- Regularity and well-posedness of a dual program for convex best \(C^{1}\)-spline interpolation
- Quasiconvexity of set-valued maps assures well-posedness of robust vector optimization
- Well-posedness and generalized metric subregularity with respect to an admissible function
- A consistent algorithm to solve Lasso, elastic-net and Tikhonov regularization
- \(\alpha\)-well-posedness for Nash equilibria and for optimization problems with Nash equilibrium constraints
- Scalarization for pointwise well-posed vectorial problems
- Parametric well-posedness for variational inequalities defined by bifunctions
- Estimates of approximate solutions and well-posedness in vector optimization
- Convergence of optimal controls in some optimization problems
- Extended \(B\)-well-Posedness and property (H) for set-valued vector optimization with convexity
- Bregman distances, totally convex functions, and a method for solving operator equations in Banach spaces
- A nonconvex separation property and some applications
- On well-posedness of the multiobjective generalized game
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