Optimality Functions and Lopsided Convergence

被引:0
作者
Johannes O. Royset
Roger J-B Wets
机构
[1] Naval Postgraduate School,
[2] University of California,undefined
[3] Davis,undefined
来源
Journal of Optimization Theory and Applications | 2016年 / 169卷
关键词
epi-Convergence; Lopsided convergence; Consistent approximations; Optimality functions; Optimality conditions; 90C46; 49J53;
D O I
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中图分类号
学科分类号
摘要
Optimality functions pioneered by E. Polak characterize stationary points, quantify the degree with which a point fails to be stationary, and play central roles in algorithm development. For optimization problems requiring approximations, optimality functions can be used to ensure consistency in approximations, with the consequence that optimal and stationary points of the approximate problems indeed are approximately optimal and stationary for an original problem. In this paper, we review the framework and illustrate its application to nonlinear programming and other areas. Moreover, we introduce lopsided convergence of bifunctions on metric spaces and show that this notion of convergence is instrumental in establishing consistency of approximations. Lopsided convergence also leads to further characterizations of stationary points under perturbations and approximations.
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页码:965 / 983
页数:18
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