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- Variational analysis (6)
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- Multiobjective optimization (2)
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- Heron problem and its extensions (1)
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- MPCC value functions (1)
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Articles 1 - 12 of 12
Full-Text Articles in Physical Sciences and Mathematics
Second-Order Subdifferential Calculus With Applications To Tilt Stability In Optimization, Boris S. Mordukhovich, R T. Rockafellar
Second-Order Subdifferential Calculus With Applications To Tilt Stability In Optimization, Boris S. Mordukhovich, R T. Rockafellar
Mathematics Research Reports
The paper concerns the second-order generalized differentiation theory of variational analysis and new applications of this theory to some problems of constrained optimization in finitedimensional spaces. The main attention is paid to the so-called (full and partial) second-order subdifferentials of extended-real-valued functions, which are dual-type constructions generated by coderivatives of first-order sub differential mappings. We develop an extended second-order subdifferential calculus and analyze the basic second-order qualification condition ensuring the fulfillment of the principal secondorder chain rule for strongly and fully amenable compositions. The calculus results obtained in this way and computing the second-order subdifferentials for piecewise linear-quadratic functions and …
Sensitivity Analysis For Two-Level Value Functions With Applications To Bilevel Programming, S Dempe, Boris S. Mordukhovich, B Zemkoho
Sensitivity Analysis For Two-Level Value Functions With Applications To Bilevel Programming, S Dempe, Boris S. Mordukhovich, B Zemkoho
Mathematics Research Reports
This paper contributes to a deeper understanding of the link between a now conventional framework in hierarchical optimization spread under the name of the optimistic bilevel problem and its initial more difficult formulation that we call here the original optimistic bilevel optimization problem. It follows from this research that, although the process of deriving necessary optimality conditions for the latter problem is more involved, the conditions themselves do not to a large extent differ from those known for the conventional problem. It has been already well recognized in the literature that for optimality conditions of the usual optimistic bilevel program …
Variational Analysis Of Marginal Functions With Applications To Bilevel Programming, Boris S. Mordukhovich, Nguyen Mau Nam, Hung M. Phan
Variational Analysis Of Marginal Functions With Applications To Bilevel Programming, Boris S. Mordukhovich, Nguyen Mau Nam, Hung M. Phan
Mathematics Research Reports
This paper pursues a twofold goal. First to derive new results on generalized differentiation in variational analysis focusing mainly on a broad class of intrinsically nondifferentiable marginal/value functions. Then the results established in this direction apply to deriving necessary optimality conditions for the optimistic version of bilevel programs that occupy a remarkable place in optimization theory and its various applications. We obtain new sets of optimality conditions in both smooth and smooth settings of finite-dimensional and infinite-dimensional spaces.
Several Approaches For The Derivation Of Stationary Conditions For Elliptic Mpecs With Upper-Level Control Constraints, M Hintermüller, Boris S. Mordukhovich, T Surowiec
Several Approaches For The Derivation Of Stationary Conditions For Elliptic Mpecs With Upper-Level Control Constraints, M Hintermüller, Boris S. Mordukhovich, T Surowiec
Mathematics Research Reports
The derivation of multiplier-based optimality conditions for elliptic mathematical programs with equilibrium constraints (MPEC) is essential for the characterization of solutions and development of numerical methods. Though much can be said for broad classes of elliptic MPECs in both polyhedric and non-polyhedric settings, the calculation becomes significantly more complicated when additional constraints are imposed on the control. In this paper we develop three derivation methods for constrained MPEC problems: via concepts from variational analysis, via penalization of the control constraints, and via penalization of the lower-level problem with the subsequent regularization of the resulting nonsmoothness. The developed methods and obtained …
Directional Subdifferentials And Optimality Conditions, Ivan Ginchev, Boris S. Mordukhovich
Directional Subdifferentials And Optimality Conditions, Ivan Ginchev, Boris S. Mordukhovich
Mathematics Research Reports
This paper is devoted to the introduction and development of new dual-space constructions of generalized differentiation in variational analysis, which combine certain features of subdifferentials for nonsmooth functions (resp. normal cones to sets) and directional derivatives (resp. tangents). We derive some basic properties of these constructions and apply them to optimality conditions in problems of unconstrained and constrained optimization.
Applications Of Variational Analysis To A Generalized Heron Problem, Boris S. Mordukhovich, Nguyen Mau Nam, Juan Salinas Jr
Applications Of Variational Analysis To A Generalized Heron Problem, Boris S. Mordukhovich, Nguyen Mau Nam, Juan Salinas Jr
Mathematics Research Reports
This paper is a continuation of our ongoing efforts to solve a number of geometric problems and their extensions by using advanced tools of variational analysis and generalized differentiation. Here we propose and study, from both qualitative and numerical viewpoints, the following optimal location problem as well as its further extensions: on a given nonempty subset of a Banach space, find a point such that the sum of the distances from it to n given nonempty subsets of this space is minimal. This is a generalized version of the classical Heron problem: on a given straight line, find a point …
Constraint Qualifications And Optimality Conditions For Nonconvex Semi-Infinite And Infinite Programs, Boris S. Mordukhovich, T T. A. Nghia
Constraint Qualifications And Optimality Conditions For Nonconvex Semi-Infinite And Infinite Programs, Boris S. Mordukhovich, T T. A. Nghia
Mathematics Research Reports
The paper concerns the study of new classes of nonlinear and nonconvex optimization problems of the so-called infinite programming that are generally defined on infinite-dimensional spaces of decision variables and contain infinitely many of equality and inequality constraints with arbitrary (may not be compact) index sets. These problems reduce to semi-infinite programs in the case of finite-dimensional spaces of decision variables. We extend the classical Mangasarian-Fromovitz and Farkas-Minkowski constraint qualifications to such infinite and semi-infinite programs. The new qualification conditions are used for efficient computing the appropriate normal cones to sets of feasible solutions for these programs by employing advanced …
Rated Extremal Principles For Finite And Infinite Systems, Hung M. Phan, Boris S. Mordukhovich
Rated Extremal Principles For Finite And Infinite Systems, Hung M. Phan, Boris S. Mordukhovich
Mathematics Research Reports
In this paper we introduce new notions of local extremality for finite and infinite systems of closed sets and establish the corresponding extremal principles for them called here rated extremal principles. These developments are in the core geometric theory of variational analysis. We present their applications to calculus and optimality conditions for problems with infinitely many constraints.
Quantitative Stability Of Linear Infinite Inequality Systems Under Block Perturbations With Applications To Convex Systems, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra
Quantitative Stability Of Linear Infinite Inequality Systems Under Block Perturbations With Applications To Convex Systems, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra
Mathematics Research Reports
The original motivation for this paper was to provide an efficient quantitative analysis of convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional (resp. finite-dimensional) Banach spaces and that are indexed by an arbitrary fixed set J. Parameter perturbations on the right-hand side of the inequalities are required to be merely bounded, and thus the natural parameter space is loo(J). Our basic strategy consists of linearizing the parameterized convex system via splitting convex inequalities into linear ones by using the Fenchel-Legendre conjugate. This approach yields that arbitrary bounded right-hand side perturbations of the convex system turn …
Complete Characterizations Of Local Weak Sharp Minima With Applications To Semi-Infinite Optimization And Complementarity, Boris S. Mordukhovich, Naihua Xiu, Jinchuan Zhou
Complete Characterizations Of Local Weak Sharp Minima With Applications To Semi-Infinite Optimization And Complementarity, Boris S. Mordukhovich, Naihua Xiu, Jinchuan Zhou
Mathematics Research Reports
In this paper we identify a favorable class of nonsmooth functions for which local weak sharp minima can be completely characterized in terms of normal cones and subdifferentials, or tangent cones and subderivatives, or their mixture in finite-dimensional spaces. The results obtained not only significantly extend previous ones in the literature, but also allow us to provide new types of criteria for local weak sharpness. Applications of the developed theory are given to semi-infinite programming and to semi-infinite complementarity problems.
Tangential Extremal Principles For Finite And Infinite Systems Of Sets, Ii: Applications To Semi-Infinite And Multiobjective Optimization, Boris S. Mordukhovich, Hung M. Phan
Tangential Extremal Principles For Finite And Infinite Systems Of Sets, Ii: Applications To Semi-Infinite And Multiobjective Optimization, Boris S. Mordukhovich, Hung M. Phan
Mathematics Research Reports
This paper contains selected applications of the new tangential extremal principles and related results developed in [20] to calculus rules for infinite intersections of sets and optimality conditions for problems of semi-infinite programming and multiobjective optimization with countable constraints.
Tangential Extremal Principles For Finite And Infinite Systems Of Sets, I: Basic Theory, Boris S. Mordukhovich, Hung M. Phan
Tangential Extremal Principles For Finite And Infinite Systems Of Sets, I: Basic Theory, Boris S. Mordukhovich, Hung M. Phan
Mathematics Research Reports
In this paper we develop new extremal principles in variational analysis that deal with finite and infinite systems of convex and nonconvex sets. The results obtained, unified under the name of tangential extremal principles, combine primal and dual approaches to the study of variational systems being in fact first extremal principles applied to infinite systems of sets. The first part of the paper concerns the basic theory of tangential extremal principles while the second part presents applications to problems of semi-infinite programming and multiobjective optimization.