Optimality Conditions and Stability Analysis via the Mordukhovich Subdifferential

This article shows that finite-dimensional multiplier rules, which are based on the limiting subdifferential, can be proved by Ekeland's variational principle and some basic calculus tools of the generalized differentiation theory introduced by B. S. Mordukhovich. Consequences of a limiting con...

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Bibliographic Details
Published inNumerical functional analysis and optimization Vol. 36; no. 3; pp. 364 - 386
Main Authors Hang, Nguyen Thi Van, Yen, Nguyen Dong
Format Journal Article
LanguageEnglish
Published Taylor & Francis Group 04.03.2015
Subjects
Calculus of variations
Calmness
Constraining
Differentiation
First-order necessary conditions
Lagrange multipliers
Mathematical analysis
Mordukhovich subdifferential
Multipliers
Optimization
Stability
Variational principles
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Summary:This article shows that finite-dimensional multiplier rules, which are based on the limiting subdifferential, can be proved by Ekeland's variational principle and some basic calculus tools of the generalized differentiation theory introduced by B. S. Mordukhovich. Consequences of a limiting constraint qualification, which yields the normal form of the multiplier rules, stability and calmness of optimization problems, are investigated in detail.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 23
ISSN:0163-0563
1532-2467
DOI:10.1080/01630563.2014.970648