Optimization Online


Variational analysis and full stability of optimal solutions to constrained and minimax problems

Boris Mordukhovich(aa1086***at***wayne.edu)
Ebrahim Sarabi(ebrahim.sarabi***at***gmail.com)

Abstract: The main goal of this paper is to develop applications of advanced tools of first-order and second-order variational analysis and generalized differentiation to the fundamental notion of full stability of local minimizers of general classes of constrained optimization and minimax problems. In particular, we derive second-order characterizations of full stability and investigate its relationships with other notions of stability for parameterized conic programs and minimax problems. Furthermore, the developed variational approach allows us to largely unify and provide new self-contained proofs of some quite recent results in this direction for problems of constrained optimization with C^2 data.


Category 1: Convex and Nonsmooth Optimization


Download: [Postscript][PDF]

Entry Submitted: 10/11/2014
Entry Accepted: 10/11/2014
Entry Last Modified: 10/11/2014

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