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
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COMINETTI, R
description 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.
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1095-7138
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source SIAM Journals Online
subjects Applied sciences
Banach spaces
Estimates
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Optimization
Optimization. Search problems
Sensitivity analysis
title Perturbed optimization in Banach spaces. I: General theory based on a weak directional constraint qualification
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