Tìm kiếm theo cụm từ
Chi tiết
Tên Differential stability of convex optimization problems under inclusion constraints
Lĩnh vực Toán học
Tác giả D. T. V. An, N. D. Yen
Nhà xuất bản / Tạp chí Applicable Analysis Tập 1 Số 94 Năm 2015
Số hiệu ISSN/ISBN
Tóm tắt nội dung

Motivated by the recent work of Mordukhovich et al. [Subgradients of marginal functions in parametric mathematical programming. Math. Program. Ser. B. 2009;116:369–396] on the optimal value function in parametric programming under inclusion constraints, this paper presents some new results on differential stability of convex optimization problems under inclusion constraints and functional constraints in Hausdorff locally convex topological vector spaces. By using the Moreau–Rockafellar theorem and appropriate regularity conditions, we obtain formulas for computing the subdifferential and the singular subdifferential of the optimal value function. By virtue of the convexity, several assumptions used in the above paper by Mordukhovich et al., like the nonemptyness of the Fréchet upper subdiffential of the objective function, the existence of a local upper Lipschitzian selection of the solution map, as well as the -inner semicontinuity and the -inner semicompactness of the solution map, are no longer needed. Relationships between our results and the corresponding ones in Aubin’s book [Optima and equilibria. An introduction to nonlinear analysis. 2nd ed. New York (NY): Springer; 1998] are discussed.

Đính kèm: