Perturbed optimization in Banach spaces. I: General theory based on a weak directional constraint qualification

Using a directional form of constraint qualification weaker than Robinson's, we derive an implicit function theorem for inclusions and use it for first- and second-order sensitivity analyses of the value function in perturbed constrained optimization. We obtain Holder and Lipschitz properties a...

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Veröffentlicht in:SIAM journal on control and optimization 1996-07, Vol.34 (4), p.1151-1171
Hauptverfasser: BONNANS, J. F, COMINETTI, R
Format: Artikel
Sprache:eng
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Zusammenfassung:Using a directional form of constraint qualification weaker than Robinson's, we derive an implicit function theorem for inclusions and use it for first- and second-order sensitivity analyses of the value function in perturbed constrained optimization. We obtain Holder and Lipschitz properties and, under a no-gap condition, first-order expansions for exact and approximate solutions. As an application, differentiability properties of metric projections in Hilbert spaces are obtained, using a condition generalizing polyhedricity. We also present in the appendix a short proof of a generalization of the convex duality theorem in Banach spaces.
ISSN:0363-0129
1095-7138
DOI:10.1137/S0363012994267273