Full Stability in Finite-Dimensional Optimization

• 成果类型: Article
• 署名作者: Mordukhovich, B. S.; Nghia, T. T. A.; Rockafellar, R. T.
• 署名单位: Wayne State University; King Fahd University of Petroleum & Minerals; Oakland University; University of Washington; University of Washington Seattle
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2014.0669
• 发表日期: 2015
• 页码: 226-252
• 关键词: normal cone mappings; tilt stability; metric regularity; coderivatives

摘要

The paper is devoted to full stability of optimal solutions in general settings of finite-dimensional optimization with applications to particular models of constrained optimization problems, including those of conic and specifically semidefinite programming. Developing a new technique of variational analysis and generalized differentiation, we derive second-order characterizations of full stability, in both Lipschitzian and Holderian settings, and establish their relationships with the conventional notions of strong regularity and strong stability for a large class of problems of constrained optimization with twice continuously differentiable data.