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Mathematics > Optimization and Control

arXiv:1903.08754 (math)
[Submitted on 20 Mar 2019 (v1), last revised 22 Feb 2020 (this version, v3)]

Title:Stability and Error Analysis for Optimization and Generalized Equations

Authors:Johannes O. Royset
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Abstract: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.
Subjects: Optimization and Control (math.OC)
MSC classes: 90C46, 90C33, 90C31, 49K27, 49K40, 65K10
Cite as: arXiv:1903.08754 [math.OC]
  (or arXiv:1903.08754v3 [math.OC] for this version)
  https://doi.org/10.48550/arXiv.1903.08754
arXiv-issued DOI via DataCite

Submission history

From: Johannes Royset [view email]
[v1] Wed, 20 Mar 2019 21:50:08 UTC (31 KB)
[v2] Wed, 27 Nov 2019 19:22:33 UTC (34 KB)
[v3] Sat, 22 Feb 2020 21:08:33 UTC (34 KB)
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