On coderivatives and Lipschitzian properties of the dual pair in optimization
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http://hdl.handle.net/10045/75111
Title: | On coderivatives and Lipschitzian properties of the dual pair in optimization |
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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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2012_Lopez_etal_NonlinearAnalysis_final.pdf | Versión final (acceso restringido) | 342,15 kB | Adobe PDF | Open Request a copy |
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