Critical solutions of nonlinear equations: stability issues

被引:17
作者
Izmailov, A. F. [1 ,2 ]
Kurennoy, A. S. [3 ]
Solodov, M. V. [4 ]
机构
[1] Lomonosov Moscow State Univ MSU, VMK Fac, OR Dept, Uchebniy Korpus 2, Moscow 119991, Russia
[2] RUDN Univ, Miklukho Maklaya Str 6, Moscow 117198, Russia
[3] Derzhavin Tambov State Univ, TSU, Dept Math Phys & Comp Sci, Int Naya 33, Tambov 392000, Russia
[4] IMPA, Estr Dona Castorina 110, BR-22460320 Rio De Janeiro, RJ, Brazil
基金
俄罗斯科学基金会; 俄罗斯基础研究基金会;
关键词
Nonlinear equations; Error bound; Critical Lagrange multipliers; Critical solutions; Stability; Sensitivity; 2-Regularity; OPTIMIZATION PROBLEMS; LIPSCHITZIAN DERIVATIVES; CRITICAL MULTIPLIERS; ERROR-BOUNDS; CONSTRAINTS; ATTRACTION; MAPPINGS; SYSTEMS; SPACES;
D O I
10.1007/s10107-016-1047-x
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
It is known that when the set of Lagrange multipliers associated with a stationary point of a constrained optimization problem is not a singleton, this set may contain so-called critical multipliers. This special subset of Lagrange multipliers defines, to a great extent, stability pattern of the solution in question subject to parametric perturbations. Criticality of a Lagrange multiplier can be equivalently characterized by the absence of the local Lipschitzian error bound in terms of the natural residual of the optimality system. In this work, taking the view of criticality as that associated to the error bound, we extend the concept to general nonlinear equations (not necessarily with primal-dual optimality structure). Among other things, we show that while singular noncritical solutions of nonlinear equations can be expected to be stable only subject to some poor "asymptotically thin" classes of perturbations, critical solutions can be stable under rich classes of perturbations. This fact is quite remarkable, considering that in the case of nonisolated solutions, critical solutions usually form a thin subset within all the solutions. We also note that the results for general equations lead to some new insights into the properties of critical Lagrange multipliers (i.e., solutions of equations with primal-dual structure).
引用
收藏
页码:475 / 507
页数:33
相关论文
共 33 条
[1]  
Alt W., 1983, Mathematical Programming with Data Perturbations II, P7
[2]  
[Anonymous], 2005, COMP MATH MATH PHYS+
[3]  
[Anonymous], 2014, SPRINGER SERIES OPER
[4]  
[Anonymous], SPRINGER SERIES OPER
[5]  
Arutyunov A.V., 2000, Optimality condition: abnormal and degenerate problems
[6]  
Aubin J-P., 1984, APPL NONLINEAR ANAL
[7]   EXTREMUM CONDITIONS FOR SMOOTH PROBLEMS WITH EQUALITY-TYPE CONSTRAINTS [J].
AVAKOV, ER .
USSR COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS, 1985, 25 (03) :24-32
[8]   THEOREMS ON ESTIMATES IN THE NEIGHBORHOOD OF A SINGULAR POINT OF A MAPPING [J].
AVAKOV, ER .
MATHEMATICAL NOTES, 1990, 47 (5-6) :425-432
[9]   The effect of calmness on the solution set of systems of nonlinear equations [J].
Behling, Roger ;
Iusem, Alfredo .
MATHEMATICAL PROGRAMMING, 2013, 137 (1-2) :155-165
[10]  
Bonnans J Frederic, 2013, Perturbation analysis of optimization problems, P10