Počet záznamů: 1  

Graphical Derivatives and Stability Analysis for Parameterized Equilibria with Conic Constraints

  1. 1.
    0449259 - UTIA-B 2016 RIV NL eng J - Článek v odborném periodiku
    Mordukhovich, B. S. - Outrata, Jiří - Ramírez, H. C.
    Graphical Derivatives and Stability Analysis for Parameterized Equilibria with Conic Constraints.
    Set-Valued and Variational Analysis. Roč. 23, č. 4 (2015), s. 687-704. ISSN 1877-0533
    Grant CEP: GA ČR(CZ) GAP201/12/0671
    Institucionální podpora: RVO:67985556
    Klíčová slova: Variational analysis and optimization * Parameterized equilibria * Conic constraints * Sensitivity and stability analysis * Solution maps * Graphical derivatives * Normal and tangent cones
    Kód oboru RIV: BA - Obecná matematika
    Impakt faktor: 0.973, rok: 2015
    http://library.utia.cas.cz/separaty/2015/MTR/outrata-0449259.pdf

    The paper concerns parameterized equilibria governed by generalized equations whose multivalued parts are modeled via regular normals to nonconvex conic constraints. Our main goal is to derive a precise pointwise second-order formula for calculating the graphical derivative of the solution maps to such generalized equations that involves Lagrange multipliers of the corresponding KKT systems and critical cone directions. Then we apply the obtained formula to characterizing a Lipschitzian stability notion for the solution maps that is known as isolated calmness.
    Trvalý link: http://hdl.handle.net/11104/0251932