Solution behaviour for parameter-dependent quasi-variational inequalities
Solution branching of a general perimeter partition problem.
Some new existence, sensitivity and stability results for the nonlinear complementarity problem
In this work we study the nonlinear complementarity problem on the nonnegative orthant. This is done by approximating its equivalent variational-inequality-formulation by a sequence of variational inequalities with nested compact domains. This approach yields simultaneously existence, sensitivity, and stability results. By introducing new classes of functions and a suitable metric for performing the approximation, we provide bounds for the asymptotic set of the solution set and coercive existence...
Some observations on the perturbation of the vectors and in a linear programming problem.
Stability and accuracy functions in multicriteria combinatorial optimization
Stability and sensitivity analysis for optimal control problems with control-state constraints [Book]
Stability in -convex programming.
Stability in stochastic programming -- The case of unknown location parameter
Stability in the stochastic programming
Stability of a variational inequality with respect to domain perturbations.
Stability of lagrangian duality for nonconvex quadratic programming. Solution methods and applications in computer vision
Stability of stochastic optimization problems - nonmeasurable case
This paper deals with stability of stochastic optimization problems in a general setting. Objective function is defined on a metric space and depends on a probability measure which is unknown, but, estimated from empirical observations. We try to derive stability results without precise knowledge of problem structure and without measurability assumption. Moreover, -optimal solutions are considered. The setup is illustrated on consistency of a --estimator in linear regression model.
Stability of Supporting and Exposing Elements of Convex Sets in Banach Spaces
* This work was supported by the CNR while the author was visiting the University of Milan.To a convex set in a Banach space we associate a convex function (the separating function), whose subdifferential provides useful information on the nature of the supporting and exposed points of the convex set. These points are shown to be also connected to the solutions of a minimization problem involving the separating function. We investigate some relevant properties of this function and of its conjugate...
Stochastic geometric programming with an application
In applications of geometric programming, some coefficients and/or exponents may not be precisely known. Stochastic geometric programming can be used to deal with such situations. In this paper, we shall indicate which stochastic programming approaches and which structural and distributional assumptions do not destroy the favorable structure of geometric programs. The already recognized possibilities are extended for a tracking model and stochastic sensitivity analysis is presented in the context...
Strongly proper optimums and maximal optimization in multiobjective programming.
Strong-weak Stackelberg Problems in Finite Dimensional Spaces
We are concerned with two-level optimization problems called strongweak Stackelberg problems, generalizing the class of Stackelberg problems in the strong and weak sense. In order to handle the fact that the considered two-level optimization problems may fail to have a solution under mild assumptions, we consider a regularization involving ε-approximate optimal solutions in the lower level problems. We prove the existence of optimal solutions for such regularized problems and present some approximation...
The Lazy Travelling Salesman Problem in
We study a parameter (σ) dependent relaxation of the Travelling Salesman Problem on . The relaxed problem is reduced to the Travelling Salesman Problem as 0. For increasing σ it is also an ordered clustering algorithm for a set of points in . A dual formulation is introduced, which reduces the problem to a convex optimization, provided the minimizer is in the domain of convexity of the relaxed functional. It is shown that this last condition is generically satisfied, provided σ is large enough. ...
The solution of some max-separable optimization problems [Abstract of thesis]
The stability radius of an efficient solution in minimax Boolean programming problem
Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification
The paper concerns the study of tilt stability of local minimizers in standard problems of nonlinear programming. This notion plays an important role in both theoretical and numerical aspects of optimization and has drawn a lot of attention in optimization theory and its applications, especially in recent years. Under the classical Mangasarian-Fromovitz Constraint Qualification, we establish relationships between tilt stability and some other stability notions in constrained optimization. Involving...