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FIRST ORDER AND SECOND ORDER CHARACTERIZATIONS OF METRIC SUBREGULARITY AND CALMNESS OF CONSTRAINT SET MAPPINGS.
- Source :
- SIAM Journal on Optimization; 2011, Vol. 21 Issue 4, p1439-1474, 36p
- Publication Year :
- 2011
-
Abstract
- A condition ensuring metric sub regularity (respectively, calmness) of general multifunction between Banach spaces is derived. This condition is expressed solely in terms of the given data at the reference point and does not involve any information concerning the solution set of the corresponding inclusion given by the multifunction. In finite dimensions this condition can be expressed in terms of a derivative which appears to be a combination of the co derivative and the contingent derivative. It is further shown that this sufficient condition is in some sense the weakest possible first order condition sufficient for sub regularity. We extend this condition under the additional assumption that one part of the multifunction is known to be sub regular in advice. We also derive second order conditions for metric sub regularity, both sufficient and necessary, for multifunction associated with constraint systems as they occur in optimization. We show that the main difference between the necessary and sufficient, conditions is the replacement of an inequality by a strict inequality, just as in the case of "no gap" second order optimality conditions in optimization. [ABSTRACT FROM AUTHOR]
- Subjects :
- BANACH spaces
SET theory
MATHEMATICAL optimization
MATHEMATICAL analysis
MATHEMATICS
Subjects
Details
- Language :
- English
- ISSN :
- 10526234
- Volume :
- 21
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- SIAM Journal on Optimization
- Publication Type :
- Academic Journal
- Accession number :
- 74263363
- Full Text :
- https://doi.org/10.1137/100813415