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 |
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creator | BONNANS, J. F 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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I: General theory based on a weak directional constraint qualification</title><source>SIAM Journals Online</source><creator>BONNANS, J. F ; COMINETTI, R</creator><creatorcontrib>BONNANS, J. F ; COMINETTI, R</creatorcontrib><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. 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F</au><au>COMINETTI, R</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Perturbed optimization in Banach spaces. I: General theory based on a weak directional constraint qualification</atitle><jtitle>SIAM journal on control and optimization</jtitle><date>1996-07-01</date><risdate>1996</risdate><volume>34</volume><issue>4</issue><spage>1151</spage><epage>1171</epage><pages>1151-1171</pages><issn>0363-0129</issn><eissn>1095-7138</eissn><coden>SJCODC</coden><abstract>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. 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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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