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- Generalized differentiation (5)
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- Coderivatives (2)
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Articles 1 - 10 of 10
Full-Text Articles in Physical Sciences and Mathematics
Quantitative Stability And Optimality Conditions In Convex Semi-Infinite And Infinite Programming, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra
Quantitative Stability And Optimality Conditions In Convex Semi-Infinite And Infinite Programming, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra
Mathematics Research Reports
This paper concerns parameterized convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional Banach (resp. finite-dimensional) spaces and that are indexed by an arbitrary fixed set T. Parameter perturbations on the right-hand side of the inequalities are measurable and bounded, and thus the natural parameter space is loo(T). Based on advanced variational analysis, we derive a precise formula for computing the exact Lipschitzian bound of the feasible solution map, which involves only the system data, and then show that this exact bound agrees with the coderivative norm of the aforementioned mapping. On one hand, in this …
Solving A Generalized Heron Problem By Means Of Convex Analysis, Boris S. Mordukhovich, Nguyen Mau Nam, Juan Salinas Jr
Solving A Generalized Heron Problem By Means Of Convex Analysis, Boris S. Mordukhovich, Nguyen Mau Nam, Juan Salinas Jr
Mathematics Research Reports
The classical Heron problem states: on a given straight line in the plane, find a point C such that the sum of the distances from C to the given points A and B is minimal. This problem can be solved using standard geometry or differential calculus. In the light of modern convex analysis, we are able to investigate more general versions of this problem. In this paper we propose and solve the following problem: on a given nonempty closed convex subset of IR!, find a point such that the sum of the distances from that point to n given nonempty …
Lipchitzian Stability Of Parametric Variational Inequalities Over Generalized Polyhedra In Banach Spaces, Liqun Ban, Boris S. Mordukhovich, Wen Song
Lipchitzian Stability Of Parametric Variational Inequalities Over Generalized Polyhedra In Banach Spaces, Liqun Ban, Boris S. Mordukhovich, Wen Song
Mathematics Research Reports
This paper concerns the study of solution maps to parameterized variational inequalities over generalized polyhedra in reflexive Banach spaces. It has been recognized that generalized polyhedral sets are significantly different from the usual convex polyhedra in infinite dimensions and play an important role in various applications to optimization, particularly to generalized linear programming. Our main goal is to fully characterize robust Lipschitzian stability of the aforementioned solutions maps entirely via their initial data. This is done on the base of the coderivative criterion in variational analysis via efficient calculations of the coderivative and related objects for the systems under consideration. …
Generalized Newton's Method Based On Graphical Derivatives, T Hoheisel, C Kanzow, Boris S. Mordukhovich, Hung M. Phan
Generalized Newton's Method Based On Graphical Derivatives, T Hoheisel, C Kanzow, Boris S. Mordukhovich, Hung M. Phan
Mathematics Research Reports
This paper concerns developing a numerical method of the Newton type to solve systems of nonlinear equations described by nonsmooth continuous functions. We propose and justify a new generalized Newton algorithm based on graphical derivatives, which have never been used to derive a Newton-type method for solving nonsmooth equations. Based on advanced techniques of variational analysis and generalized differentiation, we establish the well-posedness of the algorithm, its local superlinear convergence, and its global convergence of the Kantorovich type. Our convergence results hold with no semismoothness assumption, which is illustrated by examples. The algorithm and main results obtained in the paper …
Extended Second Welfare Theorem For Nonconvex Economies With Infinite Commodities And Public Goods, Aychiluhim Habte, Boris S. Mordukhovich
Extended Second Welfare Theorem For Nonconvex Economies With Infinite Commodities And Public Goods, Aychiluhim Habte, Boris S. Mordukhovich
Mathematics Research Reports
This paper is devoted to the study of nonconvex models of welfare economics with public goods and infinite-dimensional commodity spaces. Our main attention is paid to new extensions of the fundamental second welfare theorem to the models under consideration. Based on advanced tools of variational analysis and generalized differentiation, we establish appropriate approximate and exact versions of the extended second welfare theorem for Pareto, weak Pareto, and strong Pareto optimal allocations in both marginal price and decentralized price forms.
On Directionally Dependent Subdifferentials, Ivan Ginchev, Boris S. Mordukhovich
On Directionally Dependent Subdifferentials, Ivan Ginchev, Boris S. Mordukhovich
Mathematics Research Reports
In this paper directionally contextual concepts of variational analysis, based on dual-space constructions similar to those in [4, 5], are introduced and studied. As an illustration of their usefulness, necessary and also sufficient optimality conditions in terms of directioual subdifferentials are established, and it is shown that they can be effective in the situations where known optimality conditions in terms of nondirectional subdifferentials fail.
Applying Metric Regularity To Compute Condition Measure Of Smoothing Algorithm For Matrix Games, Boris S. Mordukhovich, Javier Peña, Vera Roshchina
Applying Metric Regularity To Compute Condition Measure Of Smoothing Algorithm For Matrix Games, Boris S. Mordukhovich, Javier Peña, Vera Roshchina
Mathematics Research Reports
Abstract. We develop an approach of variational analysis and generalized differentiation to conditioning issues for two-person zero-sum matrix games. Our major results establish precise relationships between a certain condition measure of the smoothing first-order algorithm proposed in (4] and the exact bound of metric regularity for an associated set-valued mapping. In this way we compute the aforementioned condition measure in terms of the initial matrix game data.
First-Order And Second-Order Optimality Conditions For Nonsmooth Constrained Problems Via Convolution Smoothing, Andrew C. Eberhard, Boris S. Mordukhovich
First-Order And Second-Order Optimality Conditions For Nonsmooth Constrained Problems Via Convolution Smoothing, Andrew C. Eberhard, Boris S. Mordukhovich
Mathematics Research Reports
This paper mainly concerns deriving first-order and second-order necessary (and partly sufficient) optimality conditions for a general class of constrained optimization problems via smoothing regularization procedures based on infimal-like convolutions/envelopes. In this way we obtain first-order optimality conditions of both lower subdifferential and upper subdifferential types and then second-order conditions of three kinds involving, respectively, generalized second-order directional derivatives, graphical derivatives of first-order subdifferentials, and secondorder subdifferentials defined via coderivatives of first-order constructions.
Enhanced Metric Regularity And Lipschitzian Properties Of Variational Systems, Francisco J. Aragón Artacho, Boris S. Mordukhovich
Enhanced Metric Regularity And Lipschitzian Properties Of Variational Systems, Francisco J. Aragón Artacho, Boris S. Mordukhovich
Mathematics Research Reports
This paper mainly concerns the study of a large class of variational systems governed by parametric generalized equations, which encompass variational and hemivariational inequalities, complementarity problems, first-order necessary optimality conditions, and other optimization-related models important for optimization theory and applications. An efficient approach to these issues has been developed in our preceding work [1] establishing qualitative and quantitative relationships between conventional metric regularity jsubregularity and Lipschitzian/calmness properties in the framework of parametric generalized equations in arbitrary Banach spaces. This paper provides, on one hand, significant extensions of the major results in [1] to new partial metric regularity and hemiregularity properties. …
Optimal Control And Feedback Design Of State-Constrained Parabolic Systems In Uncertainty Conditions, Boris S. Mordukhovich
Optimal Control And Feedback Design Of State-Constrained Parabolic Systems In Uncertainty Conditions, Boris S. Mordukhovich
Mathematics Research Reports
The paper concerns minimax control problems for linear multidimensional parabolic systems with distributed uncertain perturbations and control functions acting in the Dirichlet boundary conditions. The underlying parabolic control system is functioning under hard/pointwise constraints on control and state variables. The main goal is to design a feedback control regulator that ensures the required state performance and robust stability under any feasible perturbations and minimize an energy-type functional under the worst perturbations from the given area. We develop a constructive approach to the minimax control design of constrained parabolic systems that is based on certain characteristic features of the parabolic dynamics …