On coderivatives and Lipschitzian properties of the dual pair in optimization

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Title: On coderivatives and Lipschitzian properties of the dual pair in optimization
Authors: López Cerdá, Marco A. | Ridolfi, Andrea Beatriz | Vera de Serio, Virginia N.
Research Group/s: Laboratorio de Optimización (LOPT)
Center, Department or Service: Universidad de Alicante. Departamento de Matemáticas
Keywords: Semi-infinite and infinite-dimensional programming | Dual pair and duality theory | Stability | Lipschitz-like property and Lipschitz moduli | Coderivative
Knowledge Area: Estadística e Investigación Operativa
Issue Date: Feb-2012
Publisher: Elsevier
Citation: Nonlinear Analysis: Theory, Methods & Applications. 2012, 75(3): 1461-1482. doi:10.1016/j.na.2011.06.036
Abstract: In this paper, we apply the concept of coderivative and other tools from the generalized differentiation theory for set-valued mappings to study the stability of the feasible sets of both the primal and the dual problem in infinite-dimensional linear optimization with infinitely many explicit constraints and an additional conic constraint. After providing some specific duality results for our dual pair, we study the Lipschitz-like property of both mappings and also give bounds for the associated Lipschitz moduli. The situation for the dual shows much more involved than the case of the primal problem.
Sponsor: The research of this author has been partially supported by MICINN Grant MTM2008-06695-C03-01 from Spain, and by ARC Project DP110102011 from Australia.
URI: http://hdl.handle.net/10045/75111
ISSN: 0362-546X (Print) | 1873-5215 (Online)
DOI: 10.1016/j.na.2011.06.036
Language: eng
Type: info:eu-repo/semantics/article
Rights: © 2011 Elsevier Ltd.
Peer Review: si
Publisher version: https://doi.org/10.1016/j.na.2011.06.036
Appears in Collections:INV - LOPT - Artículos de Revistas

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