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FULL STABILITY IN FINITE-DIMENSIONAL OPTIMIZATION 1

By B. S. Mordukhovich, T. T. A. Nghia and R. T. Rockafellar

Abstract

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 Hölderian 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. Key words: constrained optimization; full stability; variational analysis; generalized differentiation; conic programming; semidefinite programming; strong regularity; strong stabilit

Year: 2013
OAI identifier: oai:CiteSeerX.psu:10.1.1.363.66
Provided by: CiteSeerX
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