64 research outputs found
Second-order subdifferential calculus with applications to tilt stability in optimization
The paper concerns the second-order generalized differentiation theory of
variational analysis and new applications of this theory to some problems of
constrained optimization in finitedimensional spaces. The main attention is
paid to the so-called (full and partial) second-order subdifferentials of
extended-real-valued functions, which are dual-type constructions generated by
coderivatives of frst-order subdifferential mappings. We develop an extended
second-order subdifferential calculus and analyze the basic second-order
qualification condition ensuring the fulfillment of the principal secondorder
chain rule for strongly and fully amenable compositions. The calculus results
obtained in this way and computing the second-order subdifferentials for
piecewise linear-quadratic functions and their major specifications are applied
then to the study of tilt stability of local minimizers for important classes
of problems in constrained optimization that include, in particular, problems
of nonlinear programming and certain classes of extended nonlinear programs
described in composite terms
Local strong maximal monotonicity and full stability for parametric variational systems
The paper introduces and characterizes new notions of Lipschitzian and
H\"olderian full stability of solutions to general parametric variational
systems described via partial subdifferential and normal cone mappings acting
in Hilbert spaces. These notions, postulated certain quantitative properties of
single-valued localizations of solution maps, are closely related to local
strong maximal monotonicity of associated set-valued mappings. Based on
advanced tools of variational analysis and generalized differentiation, we
derive verifiable characterizations of the local strong maximal monotonicity
and full stability notions under consideration via some positive-definiteness
conditions involving second-order constructions of variational analysis. The
general results obtained are specified for important classes of variational
inequalities and variational conditions in both finite and infinite dimensions
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