1,357 research outputs found
Optimization methods and stability of inclusions in Banach spaces
Our paper deals with the interrelation of optimization methods and Lipschitz stability of multifunctions in arbitrary Banach spaces. Roughly speaking, we show that linear convergence of several first order methods and Lipschitz stability mean the same. Particularly, we characterize calmness and the Aubin property by uniformly (with respect to certain starting points) linear convergence of descent methods and approximate projection methods. So we obtain, e.g., solution methods (for solving equations or variational problems) which require calmness only. The relations of these methods to several known basic algorithms are discussed, and errors in the subroutines as well as deformations of the given mappings are permitted. We also recall how such deformations are related to standard algorithms like barrier, penalty or regularization methods in optimizatio
Calculus of Tangent Sets and Derivatives of Set Valued Maps under Metric Subregularity Conditions
In this paper we intend to give some calculus rules for tangent sets in the
sense of Bouligand and Ursescu, as well as for corresponding derivatives of
set-valued maps. Both first and second order objects are envisaged and the
assumptions we impose in order to get the calculus are in terms of metric
subregularity of the assembly of the initial data. This approach is different
from those used in alternative recent papers in literature and allows us to
avoid compactness conditions. A special attention is paid for the case of
perturbation set-valued maps which appear naturally in optimization problems.Comment: 17 page
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