解集合可能为空时的凸优化问题的微分稳定性
最优化与控制
2018-05-07 v1
摘要
作为 An 和 Yen [An, D.T.V., Yen, N.D.: Differential stability of convex optimization problems under inclusion constraints. Appl. Anal., 94, 108--128 (2015)] 以及 An 和 Yao [An, D.T.V., Yao, J.-C.: Further results on differential stability of convex optimization problems. J. Optim. Theory Appl., 170, 28--42 (2016)] 关于无限维凸优化问题最优值函数次微分的论文的补充，本文研究了解集合可能为空时的凸优化问题的微分稳定性。通过使用合适的 -次微分和规则，我们得到了计算最优值函数 -次微分的精确公式。并给出了若干说明性例子。
引用
@article{arxiv.1805.01656,
title = {Differential stability of convex optimization problems with possibly empty solution sets},
author = {Duong Thi Viet An and Jen-Chih Yao},
journal= {arXiv preprint arXiv:1805.01656},
year = {2018}
}