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Open Access. Powered by Scholars. Published by Universities.®

Mathematics

2009

Generalized differentiation

Articles 1 - 4 of 4

Full-Text Articles in Physical Sciences and Mathematics

Well-Posedness Of Minimal Time Problem With Constant Dynamics In Banach Spaces, Giovanni Colombo, Vladimir V. Goncharov, Boris S. Mordukhovich Dec 2009

Well-Posedness Of Minimal Time Problem With Constant Dynamics In Banach Spaces, Giovanni Colombo, Vladimir V. Goncharov, Boris S. Mordukhovich

Mathematics Research Reports

This paper concerns the study of a general minimal time problem with a convex constant dynamic and a closed target set in Banach spaces. We pay the main attention to deriving efficient conditions for the major well-posedness properties that include the existence and uniqueness of optimal solutions as well as certain regularity of the optimal value function with respect to state variables. Most of the results obtained are new even in finite-dimensional spaces. Our approach is based on advanced tools of variational analysis and generalized differentiation.


Variational Analysis In Semi-Infinite And Infinite Programming, Ii: Necessary Optimality Conditions, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra Jul 2009

Variational Analysis In Semi-Infinite And Infinite Programming, Ii: Necessary Optimality Conditions, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra

Mathematics Research Reports

This paper concerns applications of advanced techniques of variational analysis and generalized differentiation to problems of semi-infinite and infinite programming with feasible solution sets defined by parameterized systems of infinitely many linear inequalities of the type intensively studied in the preceding development [5] from our viewpoint of robust Lipschitzian stability. We present meaningful interpretations and practical examples of such models. The main results establish necessary optimality conditions for a broad class of semi-infinite and infinite programs, where objectives are generally described by nonsmooth and nonconvex functions on Banach spaces and where infinite constraint inequality systems are indexed by arbitrary sets. …


Variational Analysis In Semi-Infinite And Infinite Programming, I: Stability Of Linear Inequality Systems Of Feasible Solutions, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra Jun 2009

Variational Analysis In Semi-Infinite And Infinite Programming, I: Stability Of Linear Inequality Systems Of Feasible Solutions, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra

Mathematics Research Reports

This paper concerns applications of advanced techniques of variational analysis and generalized differentiation to parametric problems of semi-infinite and infinite programming, where decision variables run over finite-dimensional and infinite-dimensional spaces, respectively. Part I is primarily devoted to the study of robust Lipschitzian stability of feasible solutions maps for such problems described by parameterized systems of infinitely many linear inequalities in Banach spaces of decision variables indexed by an arbitrary set T. The parameter space of admissible perturbations under consideration is formed by all bounded functions on T equipped with the standard supremum norm. Unless the index set is finite, this …


Second-Order Analysis Of Polyhedral Systems In Finite And Infinite Dimensions With Applications To Robust Stability Of Variational Inequalities, René Henrion, Boris S. Mordukhovich, Nguyen Mau Nam Feb 2009

Second-Order Analysis Of Polyhedral Systems In Finite And Infinite Dimensions With Applications To Robust Stability Of Variational Inequalities, René Henrion, Boris S. Mordukhovich, Nguyen Mau Nam

Mathematics Research Reports

This paper concerns second-order analysis for a remarkable class of variational systems in finite-dimensional and infinite-dimensional spaces, which is particularly important for the study of optimization and equilibrium problems with equilibrium constraints. Systems of this type are described via variational inequalities over polyhedral convex sets and allow us to provide a comprehensive local analysis by using appropriate generalized differentiation of the normal cone mappings for such sets. In this paper we efficiently compute the required coderivatives of the normal cone mappings exclusively via the initial data of polyhedral sets in reflexive Banach spaces. This provides the main tools of second-order …