585 research outputs found

    On the Lipschitz Behavior of Optimal Solutions in Parametric Problems of Quadratic Optimization and Linear Complementarity

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    In this paper S.M. Robinson's result concerning the upper Lipschitz continuity of polyhedral multifunctions is used to study the Lipschitz behavior of (generally non-polyhedral) optimal set mappings in certain parametric optimization problems. Under mild assumptions, the corresponding value functions are shown to be Lipschitzian on bounded convex sets

    Conditions for Optimality and Strong Stability in Nonlinear Programs without assuming Twice Differentiability of Data

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    The present paper is concerned with optimization problems in which the data are differentiable functions having a continuous or locally Lipschitzian gradient mapping. Its main purpose is to develop second-order sufficient conditions for a stationary solution to a program with C^{1,1} data to be a strict local minimizer or to be a local minimizer which is even strongly stable with respect to certain perturbations of the data. It turns out that some concept of a set-valued directional derivative of a Lipschitzian mapping is a suitable tool to extend well-known results in the case of programs with twice differentiable data to more general situations. The local minimizers being under consideration have to satisfy the Mangasarian-Fromovitz CQ. An application to iterated local minimization is sketched

    Unified aeroacoustics analysis for high speed turboprop aerodynamics and noise. Volume 3: Application of theory for blade loading, wakes, noise, and wing shielding

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    Results of the program for the generation of a computer prediction code for noise of advanced single rotation, turboprops (prop-fans) such as the SR3 model are presented. The code is based on a linearized theory developed at Hamilton Standard in which aerodynamics and acoustics are treated as a unified process. Both steady and unsteady blade loading are treated. Capabilities include prediction of steady airload distributions and associated aerodynamic performance, unsteady blade pressure response to gust interaction or blade vibration, noise fields associated with thickness and steady and unsteady loading, and wake velocity fields associated with steady loading. The code was developed on the Hamilton Standard IBM computer and has now been installed on the Cray XMP at NASA-Lewis. The work had its genesis in the frequency domain acoustic theory developed at Hamilton Standard in the late 1970s. It was found that the method used for near field noise predictions could be adapted as a lifting surface theory for aerodynamic work via the pressure potential technique that was used for both wings and ducted turbomachinery. In the first realization of the theory for propellers, the blade loading was represented in a quasi-vortex lattice form. This was upgraded to true lifting surface loading. Originally, it was believed that a purely linear approach for both aerodynamics and noise would be adequate. However, two sources of nonlinearity in the steady aerodynamics became apparent and were found to be a significant factor at takeoff conditions. The first is related to the fact that the steady axial induced velocity may be of the same order of magnitude as the flight speed and the second is the formation of leading edge vortices which increases lift and redistribute loading. Discovery and properties of prop-fan leading edge vortices were reported in two papers. The Unified AeroAcoustic Program (UAAP) capabilites are demonstrated and the theory verified by comparison with the predictions with data from tests at NASA-Lewis. Steady aerodyanmic performance, unsteady blade loading, wakes, noise, and wing and boundary layer shielding are examined

    Projection-based local and global Lipschitz moduli of the optimal value in linear programming

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    In this paper, we use a geometrical approach to sharpen a lower bound given in [5] for the Lipschitz modulus of the optimal value of (finite) linear programs under tilt perturbations of the objective function. The key geometrical idea comes from orthogonally projecting general balls on linear subspaces. Our new lower bound provides a computable expression for the exact modulus (as far as it only depends on the nominal data) in two important cases: when the feasible set has extreme points and when we deal with the Euclidean norm. In these two cases, we are able to compute or estimate the global Lipschitz modulus of the optimal value function in different perturbations frameworks.This research has been partially supported by Grants PGC2018-097960-B-C21 and PID2020-116694GB-I00 from MICINN, Spain, and ERDF, ‘A way to make Europe,’ European Union

    Calculus of Tangent Sets and Derivatives of Set Valued Maps under Metric Subregularity Conditions

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    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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