5,108 research outputs found
Set optimization - a rather short introduction
Recent developments in set optimization are surveyed and extended including
various set relations as well as fundamental constructions of a convex analysis
for set- and vector-valued functions, and duality for set optimization
problems. Extensive sections with bibliographical comments summarize the state
of the art. Applications to vector optimization and financial risk measures are
discussed along with algorithmic approaches to set optimization problems
Stability and Error Analysis for Optimization and Generalized Equations
Stability and error analysis remain challenging for problems that lack
regularity properties near solutions, are subject to large perturbations, and
might be infinite dimensional. We consider nonconvex optimization and
generalized equations defined on metric spaces and develop bounds on solution
errors using the truncated Hausdorff distance applied to graphs and epigraphs
of the underlying set-valued mappings and functions. In the process, we extend
the calculus of such distances to cover compositions and other constructions
that arise in nonconvex problems. The results are applied to constrained
problems with feasible sets that might have empty interiors, solution of KKT
systems, and optimality conditions for difference-of-convex functions and
composite functions
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