PERTURBED OPTIMIZATION IN BANACH-SPACES .1. A GENERAL-THEORY BASED ONA WEAK DIRECTIONAL CONSTRAINT QUALIFICATION

Citation
Jf. Bonnans et R. Cominetti, PERTURBED OPTIMIZATION IN BANACH-SPACES .1. A GENERAL-THEORY BASED ONA WEAK DIRECTIONAL CONSTRAINT QUALIFICATION, SIAM journal on control and optimization, 34(4), 1996, pp. 1151-1171
Citations number
27
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
ISSN journal
03630129
Volume
34
Issue
4
Year of publication
1996
Pages
1151 - 1171
Database
ISI
SICI code
0363-0129(1996)34:4<1151:POIB.A>2.0.ZU;2-Y
Abstract
Using a directional form of constraint qualification weaker than Robin son's, we derive an implicit function theorem for inclusions and use i t for first- and second-order sensitivity analyses of the value functi on in perturbed constrained optimization. We obtain Holder and Lipschi tz properties and, under a,to-gap condition, first-order expansions fo r exact and approximate solutions. As an application, differentiabilit y properties of metric projections in Hilbert spaces are obtained, usi ng a condition generalizing polyhedricity. We also present in the appe ndix a short proof of a generalization of the convex duality theorem i n Banach spaces.