Second-order variational analysis and characterizations of tilt-stable optimal solutions in infinite-dimensional spaces

被引:40
作者
Mordukhovich, B. S. [1 ,2 ]
Nghia, T. T. A. [1 ]
机构
[1] Wayne State Univ, Dept Math, Detroit, MI 48202 USA
[2] King Fahd Univ Petr & Minerals, Dhahran 31261, Saudi Arabia
基金
美国国家科学基金会;
关键词
Variational analysis and optimization; First-order and second-order generalized differentiation; Lipschitzian stability; Second-order growth; Strong metric regularity; PROX-REGULAR FUNCTIONS; METRIC REGULARITY; STABILITY; CODERIVATIVES; SETS;
D O I
10.1016/j.na.2013.03.014
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The paper is devoted to developing second-order tools of variational analysis and their applications to characterizing tilt-stable local minimizers of constrained optimization problems infinite-dimensional spaces with many results new also in finite-dimensional settings. The importance of tilt stability has been well recognized from both theoretical and numerical aspects of optimization. Based on second-order generalized differentiation, we obtain qualitative and quantitative characterizations of tilt stability in general frameworks of constrained optimization and establish its relationships with strong metric regularity of subgradient mappings and uniform second-order growth. The results obtained are applied to deriving new necessary and sufficient conditions for tilt-stable minimizers in problems of nonlinear programming with twice continuously differentiable data in Hilbert spaces. (C) 2013 Elsevier Ltd. All rights reserved.
引用
收藏
页码:159 / 180
页数:22
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