Calmness of constraint systems with applications

成果类型:
Article
署名作者:
Henrion, R; Outrata, JV
署名单位:
Leibniz Association; Weierstrass Institute for Applied Analysis & Stochastics; Czech Academy of Sciences; Institute of Information Theory & Automation of the Czech Academy of Sciences
刊物名称:
MATHEMATICAL PROGRAMMING
ISSN/ISSBN:
0025-5610
DOI:
10.1007/s10107-005-0623-2
发表日期:
2005
页码:
437-464
关键词:
lower semicontinuous functions weak sharp minima error-bounds Sufficient conditions sensitivity-analysis metric regularity nonsmooth THEOREM
摘要:
The paper is devoted to the analysis of the calmness property for constraint set mappings. After some general characterizations, specific results are obtained for various types of constraints, e.g., one single nonsmooth inequality, differentiable constraints modeled by polyhedral sets, finitely and infinitely many differentiable inequalities. The obtained conditions enable the detection of calmness in a number of situations, where the standard criteria (via polyhedrality or the Aubin property) do not work. Their application in the framework of generalized differential calculus is explained and illustrated by examples associated with optimization and stability issues in connection with nonlinear complementarity problems or continuity of the value-at-risk.