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CHARACTERIZATIONS OF FULL STABILITY IN CONSTRAINED OPTIMIZATION

Boris MORDUKHOVICH(boris***at***math.wayne.edu)
Terry ROCKAFELLAR(rtr***at***math.washington.edu)
Ebrahim SARABI(ebrahim.sarabi***at***wayne.edu)

Abstract: This paper is mainly devoted to the study of the so-called full Lipschitzian stability of local solutions to finite-dimensional parameterized problems of constrained optimization, which has been well recognized as a very important property from both viewpoints of optimization theory and its applications. Based on second- order generalized differential tools of variational analysis, we obtain necessary and sufficient conditions for fully stable local minimizers in general classes of constrained optimization problems including problems of composite optimization, mathematical programs with polyhedral constraints as well as problems of extended and classical nonlinear programming with twice continuously differentiable data.

Keywords: variational analysis, constrained parametric optimization, nonlinear and extended nonlinear programming, full stability of local minimizers, strong regularity, second-order subdifferentials, parametric prox- regularity and amenability

Category 1: Convex and Nonsmooth Optimization (Nonsmooth Optimization )

Category 2: Robust Optimization

Citation:

Download: [Postscript][Compressed Postscript][PDF]

Entry Submitted: 08/09/2012
Entry Accepted: 08/09/2012
Entry Last Modified: 08/09/2012

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