23 research outputs found

    On the Aubin property of a class of parameterized variational systems

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    The paper deals with a new sharp criterion ensuring the Aubin property of solution maps to a class of parameterized variational systems. This class includes parameter-dependent variational inequalities with non-polyhedral constraint sets and also parameterized generalized equations with conic constraints. The new criterion requires computation of directional limiting coderivatives of the normal-cone mapping for the so-called critical directions. The respective formulas have the form of a second-order chain rule and extend the available calculus of directional limiting objects. The suggested procedure is illustrated by means of examples.Comment: 20 pages, 1 figur

    On computation of limiting coderivatives of the normal-cone mapping to inequality systems and their applications

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    The paper concerns the computation of the limiting coderivative of the normal-cone mapping related to C2C^{2} inequality constraints under weak qualification conditions. The obtained results are applied to verify the Aubin property of solution maps to a class of parameterized generalized equations

    On necessary optimality conditions in a class of optimization problems

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    summary:In the paper necessary optimality conditions are derived for the minimization of a locally Lipschitz objective with respect to the consttraints x∈S,0∈F(x)x \in S, 0 \in F(x), where SS is a closed set and FF is a set-valued map. No convexity requirements are imposed on FF. The conditions are applied to a generalized mathematical programming problem and to an abstract finite-dimensional optimal control problem

    Duality theory in mathematical programming and optimal control

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    Discrete optimal control problems with nonsmooth costs

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    Stability analysis for parameterized variational systems with implicit constraints

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    In the paper we provide new conditions ensuring the isolated calmness property and the Aubin property of parameterized variational systems with constraints depending, apart from the parameter, also on the solution itself. Such systems include, e.g., quasi-variational inequalities and implicit complementarity problems. Concerning the Aubin property, possible restrictions imposed on the parameter are also admitted. Throughout the paper, tools from the directional limiting generalized differential calculus are employed enabling us to impose only rather weak (non-restrictive) qualification conditions. Despite the very general problem setting, the resulting conditions are workable as documented by some academic examplesComment: 26 page

    On computation of limiting coderivatives of the normal-cone mapping to inequality systems and their applications

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    The paper concerns the computation of the limiting coderivative of the normalcone mapping related to C² inequality constraints under weak qualification conditions. The obtained results are applied to verify the Aubin property of solution maps to a class of parameterized generalized equations

    Calculus for Directional Limiting Normal Cones and Subdifferentials

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    The paper is devoted to the development of a comprehensive calculus for directional limiting normal cones, subdifferentials and coderivatives in finite dimensions. This calculus encompasses the whole range of the standard generalized differential calculus for (non-directional) limiting notions and relies on very weak (non-restrictive) qualification conditions having also a directional character. The derived rules facilitate the application of tools exploiting the directional limiting notions to difficult problems of variational analysis including, for instance, various stability and sensitivity issues. This is illustrated by some selected applications in the last part of the paper.(VLID)336528
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