Stability Analysis for Composite Optimization Problems and Parametric Variational Systems

被引：2
|
作者：
Mordukhovich, B. S. [1 ,2 ]
Sarabi, M. E. [3 ]
机构：
[1] Wayne State Univ, Detroit, MI 48202 USA
[2] RUDN Univ, Moscow 117198, Russia
[3] Miami Univ, Oxford, OH 45056 USA
来源：
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2017年 / 172卷 / 02期
基金：
美国国家科学基金会;
关键词：
Variational analysis and optimization; Piecewise linear functions; Second-order subdifferentials; Nondegeneracy; Full stability of local minimizers; Strong regularity of KKT systems; Lipschitzian stability of parametric variational systems; LOCALLY OPTIMAL-SOLUTIONS; FULL STABILITY; GENERALIZED EQUATIONS; CONSTRAINED OPTIMIZATION; INEQUALITIES; LIPSCHITZIAN; REGULARITY; FINITE;
D O I：
10.1007/s10957-016-1039-2
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
This paper aims to provide various applications for second-order variational analysis of extended-real-valued piecewise linear functions recently obtained by the authors. We mainly focus here on establishing relationships between full stability of local minimizers in composite optimization and Robinson's strong regularity of associated (linearized and nonlinearized) KKT systems. Finally, we address Lipschitzian stability of parametric variational systems with convex piecewise linear potentials.
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页码：554 / 577
页数：24
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