Characterization of Tilt Stability via Subgradient Graphical Derivative with Applications to Nonlinear Programming
https://doi.org/10.1137/17M1130794Publisher, magazine: ,
Publication year: 2018
Lưu Trích dẫn Chia sẻAbstract
This paper is devoted to the study of tilt stability in finite dimensional optimization via the approach of using the subgradient graphical derivative. We establish a new characterization of tilt-stable local minimizers for a broad class of unconstrained optimization problems in terms of a uniform positive-definiteness of the subgradient graphical derivative of the objective function around the point in question. By applying this result to nonlinear programming under the metric subregularity constraint qualification, we derive second-order characterizations and several new sufficient conditions for tilt stability. In particular, we show that each stationary point of a nonlinear programming problem satisfying the metric subregularity constraint qualification is a tilt-stable local minimizer if the classical strong second-order sufficient condition holds.
Tags: tilt stability, subgradient graphical derivative, characterization, metric subregularity constraint qualification, nonlinear programming
Các bài viết liên quan đến tác giả Nguyễn Huy Chiêu
Characterizing Convexity of a Function by Its Frechet and Limiting Second-Order Subdifferentials
Convexity of sets and functions via second-order subdifferentials
Further Results on Subgradients of the Value Function to a Parametric Optimal Control Problem
Tilt Stability for Quadratic Programs with One or Two Quadratic Inequality Constraints
Coderivative Characterizations of Maximal Monotonicity for Set-Valued Mappings
Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality