NDLI: Further Results on Differential Stability of Convex Optimization Problems

Content Provider	Springer Nature Link
Author	Yao, Jen Chih An, Duong Thi Viet
Copyright Year	2016
Abstract	As a complement to a recent paper by An and Yen (Appl Anal 94:108–128, 2015) on subdifferentials of the optimal value function in parametric convex programming under inclusion constraints and functional constraints, this paper studies the differential stability of convex optimization problems under a regularity condition of Aubin’s type (Aubin in Optima and equilibria: an introduction to nonlinear analysis. Springer, New York, 1998). By a suitable sum rule for convex subdifferentials, we obtain exact formulas for the subdifferential and singular subdifferential of the optimal value function. Illustrative examples and a detailed comparison of our results with those of the above-mentioned paper are given.
Ending Page	42
Page Count	15
Starting Page	28
File Format	PDF
ISSN	00223239
e-ISSN	15732878
Journal	Journal of Optimization Theory and Applications
Issue Number	1
Volume Number	170
Language	English
Publisher	Springer US
Publisher Date	2016-02-29
Publisher Place	New York
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	Optimal value function Sensitivity analysis Subdifferential Parametric convex programming Theory of Computation Convex programming Set-valued and variational analysis Optimization Engineering Calculus of Variations and Optimal Control; Optimization Singular subdifferential Aubin’s regularity condition Applications of Mathematics Operation Research/Decision Theory Sensitivity, stability, parametric optimization
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics Control and Optimization Management Science and Operations Research

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Subgradients of the Value Function in a Parametric Convex Optimal Control Problem

Subdifferential and optimality conditions for the difference of set-valued mappings

Outer Limit of Subdifferentials and Calmness Moduli in Linear and Nonlinear Programming

Stability Analysis for Composite Optimization Problems and Parametric Variational Systems

Directional Hölder Metric Regularity

Tilt stability, uniform quadratic growth, and strong metric regularity of the subdifferential

On Calmness of the Argmin Mapping in Parametric Optimization Problems

Stability Results of Variational Systems Under Openness with Respect to Fixed Sets

On parametric vector optimization via metric regularity of constraint systems

Further Results on Differential Stability of Convex Optimization Problems

Similar Documents

Subgradients of the Value Function in a Parametric Convex Optimal Control Problem

Subdifferential and optimality conditions for the difference of set-valued mappings

Outer Limit of Subdifferentials and Calmness Moduli in Linear and Nonlinear Programming

Stability Analysis for Composite Optimization Problems and Parametric Variational Systems

Directional Hölder Metric Regularity

Tilt stability, uniform quadratic growth, and strong metric regularity of the subdifferential

On Calmness of the Argmin Mapping in Parametric Optimization Problems

Stability Results of Variational Systems Under Openness with Respect to Fixed Sets

On parametric vector optimization via metric regularity of constraint systems

Further Results on Differential Stability of Convex Optimization Problems