Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification
Boris S. Mordukhovich; Jiří V. Outrata
Kybernetika (2013)
- Volume: 49, Issue: 3, page 446-464
- ISSN: 0023-5954
Access Full Article
topAbstract
topHow to cite
topMordukhovich, Boris S., and Outrata, Jiří V.. "Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification." Kybernetika 49.3 (2013): 446-464. <http://eudml.org/doc/260735>.
@article{Mordukhovich2013,
abstract = {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 further the well-known Constant Rank Constraint Qualification, we derive new necessary and sufficient conditions for tilt-stable local minimizers.},
author = {Mordukhovich, Boris S., Outrata, Jiří V.},
journal = {Kybernetika},
keywords = {variational analysis; second-order theory; generalized differentiation; tilt stability; tilt stability; noninear programming; local minimizers; variational analysis; optimality conditions},
language = {eng},
number = {3},
pages = {446-464},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification},
url = {http://eudml.org/doc/260735},
volume = {49},
year = {2013},
}
TY - JOUR
AU - Mordukhovich, Boris S.
AU - Outrata, Jiří V.
TI - Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification
JO - Kybernetika
PY - 2013
PB - Institute of Information Theory and Automation AS CR
VL - 49
IS - 3
SP - 446
EP - 464
AB - 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 further the well-known Constant Rank Constraint Qualification, we derive new necessary and sufficient conditions for tilt-stable local minimizers.
LA - eng
KW - variational analysis; second-order theory; generalized differentiation; tilt stability; tilt stability; noninear programming; local minimizers; variational analysis; optimality conditions
UR - http://eudml.org/doc/260735
ER -
References
top- Artacho, F. J. A. Aragón, Goeffroy, M. H., Characterization of metric regularity of subdifferentials., J. Convex Anal. 15 (2008), 365-380. MR2422996
- Bonnans, F. J., Shapiro, A., Perturbation Analysis of Optimization Problems., Springer, New York 2000. Zbl0966.49001MR1756264
- Dontchev, A. L., Rockafellar, R. T., 10.1137/S1052623495284029, SIAM J. Optim. 6 (1996), 1087-1105. Zbl0899.49004MR1416530DOI10.1137/S1052623495284029
- Dontchev, A. L., Rockafellar, R. T., Characterizations of Lipschitzian stability in nonlinear programming., In: Mathematical Programming with Data Perturbations (A. V. Fiacco, ed.), Marcel Dekker, New York 1997, pp. 65-82. Zbl0891.90146MR1472266
- Dontchev, A. L., Rockafellar, R. T., Implicit Functions and Solution Mappings. A View from Variational Analysis., Springer, Dordrecht 2009. Zbl1178.26001MR2515104
- Drusvyatskiy, D., Lewis, A. S., 10.1137/120876551, SIAM J. Optim. 23 (2013), 256-267. MR3033107DOI10.1137/120876551
- Facchinei, F., Pang, J.-S., Finite-Dimensional Variational Inequalities and Complementarity Problems., Springer, New York 2003. Zbl1062.90002
- Henrion, R., Mordukhovich, B. S., Nam, N. M., 10.1137/090766413, SIAM J. Optim. 20 (2010), 2199-2227. Zbl1208.49010MR2650845DOI10.1137/090766413
- Henrion, R., Outrata, J. V., Surowiec, T., 10.1016/j.na.2008.11.089, Nonlinear Anal. 71 (2009), 1213-1226. MR2527541DOI10.1016/j.na.2008.11.089
- Henrion, R., Outrata, J. V., Surowiec, T., 10.1007/s10107-012-0553-8, Math. Programming Ser. B 136 (2012), 111-131. MR3000584DOI10.1007/s10107-012-0553-8
- Henrion, R., Kruger, A. Y., Outrata, J. V., Some remarks on stability of generalized equations., J. Optim. Theory Appl., DOI 10.1007 s 10957-012-0147-x.
- Izmailov, A. F., Kurennoy, A. S., Solodov, M. V., A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz continuous KKT systems., Math. Programming, DOI 10.1007/s 10107-012-0586-z.
- Janin, R., 10.1007/BFb0121214, Math. Programming Stud. 21 (1984), 110-126. MR0751246DOI10.1007/BFb0121214
- Klatte, D., On the stability of local and global solutions in parametric problems of nonlinear programming. Part I: Basic results., Seminarbericht 75 der Sektion Mathematik der Humboldt-Universitat zu Berlin 1985, pp. 1-21, MR0861527
- Klatte, D., Kummer, B., Nonsmooth Equations in Optimization. Regularity, Calculus, Methods and Applications., Kluwer, Boston 2002. Zbl1173.49300MR1909427
- Kojima, M., Strongly stable stationary solutions in nonlinear programs., In: Analysis and Computation of Fixed Points (S. M. Robinson, ed.), Academic Press, New York 1980, pp. 93-138. Zbl0478.90062MR0592631
- Levy, A. B., Poliquin, R. A., Rockafellar, R. T., 10.1137/S1052623498348274, SIAM J. Optim. 10 (2000), 580-604. MR1740960DOI10.1137/S1052623498348274
- Lewis, A. S., Zhang, S., 10.1137/110852103, SIAM J. Optim. 23 (2013), 74-94. MR3033099DOI10.1137/110852103
- Lu, S., 10.1007/s10107-009-0288-3, Math. Programming 126 (2011), 365-392. Zbl1214.90113MR2764353DOI10.1007/s10107-009-0288-3
- Minchenko, L., Stakhovski, S., 10.1137/090761318, SIAM J. Optim. 21 (2011), 314-332. Zbl1229.90216MR2783218DOI10.1137/090761318
- Mordukhovich, B. S., Sensitivity analysis in nonsmooth optimization., In: Theoretical Aspects of Industrial Design (D. A. Field and V. Komkov, eds.), SIAM Proc. Appl. Math. 58 (1992), pp. 32-46. Philadelphia. Zbl0769.90075MR1157413
- Mordukhovich, B. S., Variational Analysis and Generalized Differentiation. I: Basic Theory, II: Applications., Springer, Berlin 2006. Zbl1100.49002MR2191744
- Mordukhovich, B. S., Outrata, J. V., 10.1137/S1052623400377153, SIAM J. Optim. 12 (2001), 139-169. Zbl1011.49016MR1870589DOI10.1137/S1052623400377153
- Mordukhovich, B. S., Outrata, J. V., 10.1137/060665609, SIAM J. Optim. 18 (2007), 389-412. Zbl1145.49012MR2338444DOI10.1137/060665609
- Mordukhovich, B. S., Rockafellar, R. T., 10.1137/110852528, SIAM J. Optim. 22 (2012), 953-986. Zbl1260.49022MR3023759DOI10.1137/110852528
- Outrata, J. V., 10.1287/moor.24.3.627, Math. Oper. Res. 24 (1999), 627-644. Zbl1039.90088MR1854246DOI10.1287/moor.24.3.627
- Outrata, J. M., C., H. Ramírez, 10.1137/100807168, SIAM J. Optim. 21 (2011), 798-823. Zbl1247.90256MR2837552DOI10.1137/100807168
- Poliquin, R. A., Rockafellar, R. T., 10.1137/S1052623496309296, SIAM J. Optim. 8 (1998), 287-299. Zbl0918.49016MR1618790DOI10.1137/S1052623496309296
- Ralph, D., Dempe, S., 10.1007/BF01585934, Math. Programming 70 (1995), 159-172. Zbl0844.90089MR1361325DOI10.1007/BF01585934
- Robinson, S. M., 10.1007/BFb0120850, Math. Programming Stud. 10 (1979), 128-141. Zbl0404.90093MR0527064DOI10.1007/BFb0120850
- Robinson, S. M., 10.1287/moor.5.1.43, Math. Oper. Res. 5 (1980), 43-62. Zbl0437.90094MR0561153DOI10.1287/moor.5.1.43
- Robinson, S. M., 10.1007/BF02591695, Math. Programming 37 (1987), 208-223. Zbl0623.90078MR0883021DOI10.1007/BF02591695
- Rockafellar, R. T., Wets, R. J.-B., Variational Analysis., Springer, Berlin 1998. Zbl0888.49001MR1491362
NotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.