Stability Analysis for Composite Optimization Problems and Parametric Variational Systems
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- 作者：B. S. Mordukhovich ; M. E. Sarabi
- 关键词：Variational analysis and optimization ; Piecewise linear functions ; Second ; order subdifferentials ; Nondegeneracy ; Full stability of local minimizers ; Strong regularity of KKT systems ; Lipschitzian stability of parametric variational systems
- 刊名：Journal of Optimization Theory and Applications
- 出版年：2017
- 出版时间：February 2017
- 年：2017
- 卷：172
- 期：2
- 页码：554-577
- 全文大小：
- 刊物主题：Calculus of Variations and Optimal Control; Optimization; Optimization; Theory of Computation; Applications of Mathematics; Engineering, general; Operation Research/Decision Theory;
- 出版者：Springer US
- ISSN：1573-2878
- 卷排序：172
文摘
This paper aims to provide various applications for second-order variational analysis of extended-real-valued piecewise linear functions recently obtained by the authors. We mainly focus here on establishing relationships between full stability of local minimizers in composite optimization and Robinson’s strong regularity of associated (linearized and nonlinearized) KKT systems. Finally, we address Lipschitzian stability of parametric variational systems with convex piecewise linear potentials.