全扰动下驻点集映射的灵敏度分析(第一部分:Lipschitz稳定性)
最优化与控制
2018-11-15 v2
摘要
通过应用Levy与Mordukhovich的若干定理(Math Program 99: 311--327, 2004)及其他相关结果,我们估计了全扰动下带一个光滑函数约束的光滑参数优化问题之驻点集映射的Fréchet余导数与Mordukhovich余导数。由所得公式我们导出驻点集映射局部Lipschitz类性质的充要条件。这使我们对该引文中Levy与Mordukhovich的先前深入研究,以及Qui(J Optim Theory Appl 161: 398--429, 2014; J Glob Optim 65: 615--635, 2016)的研究获得新的认识。
引用
@article{arxiv.1811.05144,
title = {Sensitivity Analysis of a Stationary Point Set Map under Total Perturbations. Part 1: Lipschitzian Stability},
author = {Duong Thi Kim Huyen and Jen-Chih Yao and Nguyen Dong Yen},
journal= {arXiv preprint arXiv:1811.05144},
year = {2018}
}
备注
This paper has been published in Journal of Optimization Theory and Applications