Optimization Online


Full Stability in Finite-Dimensional Optimization

Boris Mordukhovich(boris***at***math.wayne.edu)
Nghia Tran(nghia***at***math.wayne.edu)
Tyrrell Rockafellar(rtr***at***math.washington.edu)

Abstract: 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 H\"olderian 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.

Keywords: constrained optimization; full stability; variational analysis; generalized differentiation; conic programming; semidefinite programming; strong regularity; strong stability

Category 1: Convex and Nonsmooth Optimization


Download: [PDF]

Entry Submitted: 07/14/2013
Entry Accepted: 07/14/2013
Entry Last Modified: 07/14/2013

Modify/Update this entry

  Visitors Authors More about us Links
  Subscribe, Unsubscribe
Digest Archive
Search, Browse the Repository


Coordinator's Board
Classification Scheme
Give us feedback
Optimization Journals, Sites, Societies
Mathematical Optimization Society