Second-order variational analysis and characterizations of tilt-stable optimal solutions in infinite-dimensional spaces

The paper is devoted to developing second-order tools of variational analysis and their applications to characterizing tilt-stable local minimizers of constrained optimization problems infinite-dimensional spaces with many results new also in finite-dimensional settings. The importance of tilt stabi...

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Vydané v:Nonlinear analysis Ročník 86; s. 159 - 180
Hlavní autori: Mordukhovich, B.S., Nghia, T.T.A.
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: Elsevier Ltd 01.07.2013
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ISSN:0362-546X, 1873-5215
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Abstract The paper is devoted to developing second-order tools of variational analysis and their applications to characterizing tilt-stable local minimizers of constrained optimization problems infinite-dimensional spaces with many results new also in finite-dimensional settings. The importance of tilt stability has been well recognized from both theoretical and numerical aspects of optimization. Based on second-order generalized differentiation, we obtain qualitative and quantitative characterizations of tilt stability in general frameworks of constrained optimization and establish its relationships with strong metric regularity of subgradient mappings and uniform second-order growth. The results obtained are applied to deriving new necessary and sufficient conditions for tilt-stable minimizers in problems of nonlinear programming with twice continuously differentiable data in Hilbert spaces.
AbstractList The paper is devoted to developing second-order tools of variational analysis and their applications to characterizing tilt-stable local minimizers of constrained optimization problems infinite-dimensional spaces with many results new also in finite-dimensional settings. The importance of tilt stability has been well recognized from both theoretical and numerical aspects of optimization. Based on second-order generalized differentiation, we obtain qualitative and quantitative characterizations of tilt stability in general frameworks of constrained optimization and establish its relationships with strong metric regularity of subgradient mappings and uniform second-order growth. The results obtained are applied to deriving new necessary and sufficient conditions for tilt-stable minimizers in problems of nonlinear programming with twice continuously differentiable data in Hilbert spaces.
Author Nghia, T.T.A.
Mordukhovich, B.S.
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Keywords Variational analysis and optimization
Second-order growth
Lipschitzian stability
Strong metric regularity
First-order and second-order generalized differentiation
Language English
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Snippet The paper is devoted to developing second-order tools of variational analysis and their applications to characterizing tilt-stable local minimizers of...
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SubjectTerms Camber
First-order and second-order generalized differentiation
Lipschitzian stability
Second-order growth
Strong metric regularity
Variational analysis and optimization
Title Second-order variational analysis and characterizations of tilt-stable optimal solutions in infinite-dimensional spaces
URI https://dx.doi.org/10.1016/j.na.2013.03.014
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