On the isolated calmness property of implicitly defined multifunctions
- Authors: Gfrerer, Helmut , Outrata, Jiri
- Date: 2023
- Type: Text , Journal article
- Relation: Journal of Convex Analysis Vol. 30, no. 3 (2023), p. 1001-1023
- Relation: https://purl.org/au-research/grants/arc/DP160100854
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- Description: The paper deals with an extension of the available theory of SCD (subspace containing derivatives) mappings to mappings between spaces of different dimensions. This extension enables us to derive workable sufficient conditions for the isolated calmness of implicitly defined multifunctions around given reference points. This stability property differs substantially from isolated calmness at a point and, possibly in conjunction with the Aubin property, offers a new useful stability concept. The application area includes a broad class of parameterized generalized equations, where the respective conditions ensure a rather strong type of Lipschitzian behavior of their solution maps. © 2023 Heldermann Verlag. All rights reserved.
On the SCD semismooth* Newton method for generalized equations with application to a class of static contact problems with Coulomb friction
- Authors: Gfrerer, Helmut , Mandlmayr, Michael , Outrata, Jiri , Valdman, Jan
- Date: 2023
- Type: Text , Journal article
- Relation: Computational Optimization and Applications Vol. 86, no. 3 (2023), p. 1159-1191
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- Description: In the paper, a variant of the semismooth
On (local) analysis of multifunctions via subspaces contained in graphs of generalized derivatives
- Authors: Gfrerer, Helmut , Outrata, Jiri
- Date: 2022
- Type: Text , Journal article
- Relation: Journal of Mathematical Analysis and Applications Vol. 508, no. 2 (2022), p.
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: The paper deals with a comprehensive theory of mappings, whose local behavior can be described by means of linear subspaces, contained in the graphs of two (primal and dual) generalized derivatives. This class of mappings includes the graphically Lipschitzian mappings and thus a number of multifunctions, frequently arising in optimization and equilibrium problems. The developed theory makes use of new generalized derivatives, provides us with some calculus rules and reveals a number of interesting connections. In particular, it enables us to construct a modification of the semismooth* Newton method with improved convergence properties and to derive a generalization of Clarke's Inverse Function Theorem to multifunctions together with new efficient characterizations of strong metric (sub)regularity and tilt stability. © 2021 The Author(s)
On the application of the SCD semismooth* newton method to variational inequalities of the second kind
- Authors: Gfrerer, Helmut , Outrata, Jiri , Valdman, Jan
- Date: 2022
- Type: Text , Journal article
- Relation: Set-Valued and Variational Analysis Vol. 30, no. 4 (2022), p. 1453-1484
- Relation: https://purl.org/au-research/grants/arc/DP160100854
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- Description: The paper starts with a description of SCD (subspace containing derivative) mappings and the SCD Newton method for the solution of general inclusions. This method is then applied to a class of variational inequalities of the second kind. As a result, one obtains an implementable algorithm which exhibits locally superlinear convergence. Thereafter we suggest several globally convergent hybrid algorithms in which one combines the SCD Newton method with selected splitting algorithms for the solution of monotone variational inequalities. Finally, we demonstrate the efficiency of one of these methods via a Cournot-Nash equilibrium, modeled as a variational inequality of the second kind, where one admits really large numbers of players (firms) and produced commodities. © 2022, The Author(s), under exclusive licence to Springer Nature B.V.
On a semismooth* Newton method for solving generalized equations
- Authors: Gfrerer, Helmut , Outrata, Jiri
- Date: 2021
- Type: Text , Journal article
- Relation: SIAM Journal on Optimization Vol. 31, no. 1 (2021), p. 489-517
- Relation: https://doi.org/10.1137/19M1257408
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- Description: In the paper, a Newton-type method for the solution of generalized equations (GEs) is derived, where the linearization concerns both the single-valued and the multivalued part of the considered GE. The method is based on the new notion of semismoothness\ast, which, together with a suitable regularity condition, ensures the local superlinear convergence. An implementable version of the new method is derived for a class of GEs, frequently arising in optimization and equilibrium models. © 2021 Society for Industrial and Applied Mathematics
On computation of optimal strategies in oligopolistic markets respecting the cost of change
- Authors: Outrata, Jiri , Valdman, Jan
- Date: 2020
- Type: Text , Journal article
- Relation: Mathematical Methods of Operations Research Vol. 92, no. 3 (2020), p. 489-509
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: The paper deals with a class of parameterized equilibrium problems, where the objectives of the players do possess nonsmooth terms. The respective Nash equilibria can be characterized via a parameter-dependent variational inequality of the second kind, whose Lipschitzian stability, under appropriate conditions, is established. This theory is then applied to evolution of an oligopolistic market in which the firms adapt their production strategies to changing input costs, while each change of the production is associated with some “costs of change”. We examine both the Cournot-Nash equilibria as well as the two-level case, when one firm decides to take over the role of the Leader (Stackelberg equilibrium). The impact of costs of change is illustrated by academic examples. © 2020, Springer-Verlag GmbH Germany, part of Springer Nature.
On the Aubin property of solution maps to parameterized variational systems with implicit constraints
- Authors: Gfrerer, Helmut , Outrata, Jiri
- Date: 2020
- Type: Text , Journal article
- Relation: Optimization Vol. 69, no. 7-8 (2020), p. 1681-1701
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: In the paper, a new sufficient condition for the Aubin property to a class of parameterized variational systems is derived. In these systems, the constraints depend both on the parameter as well as on the decision variable itself and they include, e.g. parameter-dependent quasi-variational inequalities and implicit complementarity problems. The result is based on a general condition ensuring the Aubin property of implicitly defined multifunctions which employs the recently introduced notion of the directional limiting coderivative. Our final condition can be verified, however, without an explicit computation of these coderivatives. The procedure is illustrated by an example. © 2019, © 2019 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group.
- Description: The research of the first author was supported by the Austrian Science Fund (FWF) under grant P29190-N32. The research of the second author was supported by the Grant Agency of the Czech Republic, Project 17-04301S and the Australian Research Council, Project 10.13039/501100000923DP160100854.
Stability analysis for parameterized variational systems with implicit constraints
- Authors: Benko, Matus , Gfrerer, Helmut , Outrata, Jiri
- Date: 2020
- Type: Text , Journal article
- Relation: Set-Valued and Variational Analysis Vol. 28, no. 1 (2020), p. 167-193
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- Description: In the paper we provide new conditions ensuring the isolated calmness property and the Aubin property of parameterized variational systems with constraints depending, apart from the parameter, also on the solution itself. Such systems include, e.g., quasi-variational inequalities and implicit complementarity problems. Concerning the Aubin property, possible restrictions imposed on the parameter are also admitted. Throughout the paper, tools from the directional limiting generalized differential calculus are employed enabling us to impose only rather weak (non- restrictive) qualification conditions. Despite the very general problem setting, the resulting conditions are workable as documented by some academic examples. © 2019, The Author(s).
The radius of metric subregularity
- Authors: Dontchev, Asen , Gfrerer, Helmut , Kruger, Alexander , Outrata, Jiri
- Date: 2020
- Type: Text , Journal article
- Relation: Set-Valued and Variational Analysis Vol. 28, no. 3 (2020), p. 451-473, http://purl.org/au-research/grants/arc/DP160100854
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- Description: There is a basic paradigm, called here the radius of well-posedness, which quantifies the “distance” from a given well-posed problem to the set of ill-posed problems of the same kind. In variational analysis, well-posedness is often understood as a regularity property, which is usually employed to measure the effect of perturbations and approximations of a problem on its solutions. In this paper we focus on evaluating the radius of the property of metric subregularity which, in contrast to its siblings, metric regularity, strong regularity and strong subregularity, exhibits a more complicated behavior under various perturbations. We consider three kinds of perturbations: by Lipschitz continuous functions, by semismooth functions, and by smooth functions, obtaining different expressions/bounds for the radius of subregularity, which involve generalized derivatives of set-valued mappings. We also obtain different expressions when using either Frobenius or Euclidean norm to measure the radius. As an application, we evaluate the radius of subregularity of a general constraint system. Examples illustrate the theoretical findings. © 2019, Springer Nature B.V.
- Description: Funding details: Austrian Science Fund, FWF, P26132-N25, P26640-N25, P29190-N32 Funding details: National Science Foundation, NSF Funding details: Australian Research Council, ARC Funding details: Australian Research Council, ARC, DP160100854 Funding details: Austrian Science Fund, FWF Funding details: Universiteit Stellenbosch, US, P26640-N25 P26132-N25, BodyRef/PDF/11228_2019_Article_523.pdf Funding details: Grantová Agentura
Calculus for directional limiting normal cones and subdifferentials
- Authors: Benko, Matúš , Gfrerer, Helmut , Outrata, Jiri
- Date: 2019
- Type: Text , Journal article
- Relation: Set-Valued and Variational Analysis Vol. 27, no. 3 (2019), p. 713-745
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- Description: The paper is devoted to the development of a comprehensive calculus for directional limiting normal cones, subdifferentials and coderivatives in finite dimensions. This calculus encompasses the whole range of the standard generalized differential calculus for (non-directional) limiting notions and relies on very weak (non-restrictive) qualification conditions having also a directional character. The derived rules facilitate the application of tools exploiting the directional limiting notions to difficult problems of variational analysis including, for instance, various stability and sensitivity issues. This is illustrated by some selected applications in the last part of the paper.
On the Aubin property of a class of parameterized variational systems
- Authors: Gfrerer, Helmut , Outrata, Jiri
- Date: 2017
- Type: Text , Journal article
- Relation: Mathematical Methods of Operations Research Vol. 86, no. 3 (2017), p. 443-467
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: The paper deals with a new sharp condition ensuring the Aubin property of solution maps to a class of parameterized variational systems. This class encompasses various types of parameterized variational inequalities/generalized equations with fairly general constraint sets. The new condition requires computation of directional limiting coderivatives of the normal-cone mapping for the so-called critical directions. The respective formulas have the form of a second-order chain rule and extend the available calculus of directional limiting objects. The suggested procedure is illustrated by means of examples. © 2017, Springer-Verlag GmbH Germany.
On computation of generalized derivatives of the normal-cone mapping and their applications
- Authors: Gfrerer, Helmut , Outrata, Jiri
- Date: 2016
- Type: Text , Journal article
- Relation: Mathematics of Operations Research Vol. 41, no. 4 (2016), p. 1535-1556
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- Description: The paper concerns the computation of the graphical derivative and the regular (Fréchet) coderivative of the normal-cone mapping related to C2 inequality constraints under very weak qualification conditions. This enables us to provide the graphical derivative and the regular coderivative of the solution map to a class of parameterized generalized equations with the constraint set of the investigated type. On the basis of these results, we finally obtain a characterization of the isolated calmness property of the mentioned solution map and derive strong stationarity conditions for an MPEC with control constraints. © 2016 INFORMS.
On computation of limiting coderivatives of the normal-cone mapping to inequality systems and their applications
- Authors: Gfrerer, Helmut , Outrata, Jiri
- Date: 2016
- Type: Text , Journal article
- Relation: Optimization Vol. 65, no. 4 (2016), p. 671-700
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: The paper concerns the computation of the limiting coderivative of the normal-cone mapping related to inequality constraints under weak qualification conditions. The obtained results are applied to verify the Aubin property of solution maps to a class of parameterized generalized equations.
On Cournot-Nash-Walras equilibria and their computation
- Authors: Outrata, Jiri , Ferris, Michael , Červinka, Michal , Outrata, Michal
- Date: 2016
- Type: Text , Journal article
- Relation: Set-Valued and Variational Analysis Vol. 24, no. 3 (2016), p. 387-402
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- Description: This paper concerns a model of Cournot-Nash-Walras (CNW) equilibrium where the Cournot-Nash concept is used to capture equilibrium of an oligopolistic market with non-cooperative players/firms who share a certain amount of a so-called rare resource needed for their production, and the Walras equilibrium determines the price of that rare resource. We prove the existence of CNW equilibria under reasonable conditions and examine their local stability with respect to small perturbations of problem data. In this way we show the uniqueness of CNW equilibria under mild additional requirements. Finally, we suggest some efficient numerical approaches and compute several instances of an illustrative test example. © 2016, Springer Science+Business Media Dordrecht.
On lipschitzian properties of implicit multifunctions
- Authors: Gfrerer, Helmut , Outrata, Jiri
- Date: 2016
- Type: Text , Journal article
- Relation: SIAM Journal on Optimization Vol. 26, no. 4 (2016), p. 2160-2189
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: This paper is devoted to the development of new sufficient conditions for the calmness and the Aubin property of implicit multifunctions. As the basic tool we employ the directional limiting coderivative which, together with the graphical derivative, enables a fine analysis of the local behavior of the investigated multifunction along relevant directions. For verification of the calmness property, in addition, a new condition has been discovered which parallels the missing implicit function paradigm and permits us to replace the original multifunction by a substantially simpler one. Moreover, as an auxiliary tool, a handy formula for the computation of the directional limiting coderivative of the normal-cone map with a polyhedral set has been derived which perfectly matches the framework of [A. L. Dontchev and R. T. Rockafellar, SIAM J. Optim., 6 (1996), pp. 1087{1105]. All important statements are illustrated by examples. © 2016 Society for Industrial and Applied Mathematics.
Graphical derivatives and stability analysis for parameterized equilibria with conic constraints
- Authors: Mordukhovich, Boris , Outrata, Jiri , Ramirez, Hector
- Date: 2015
- Type: Text , Journal article
- Relation: Set-Valued and Variational Analysis Vol. 23, no. 4 (2015), p. 687-704
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- Description: The paper concerns parameterized equilibria governed by generalized equations whose multivalued parts are modeled via regular normals to nonconvex conic constraints. Our main goal is to derive a precise pointwise second-order formula for calculating the graphical derivative of the solution maps to such generalized equations that involves Lagrange multipliers of the corresponding KKT systems and critical cone directions. Then we apply the obtained formula to characterizing a Lipschitzian stability notion for the solution maps that is known as isolated calmness.
Second-order variational analysis in conic programming with applications to optimality and stability
- Authors: Mordukhovich, Boris , Outrata, Jiri , Ramírez, Hector
- Date: 2015
- Type: Text , Journal article
- Relation: SIAM Journal on Optimization Vol. 25, no. 1 (2015), p. 76-101
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: This paper is devoted to the study of a broad class of problems in conic programming modeled via parameter-dependent generalized equations. In this framework we develop a second-order generalized differential approach of variational analysis to calculate appropriate derivatives and coderivatives of the corresponding solution maps. These developments allow us to resolve some important issues related to conic programming. They include verifiable conditions for isolated calmness of the considered solution maps, sharp necessary optimality conditions for a class of mathematical programs with equilibrium constraints, and characterizations of tilt-stable local minimizers for cone-constrained problems. The main results obtained in the general conic programming setting are specified for and illustrated by the second-order cone programming. © 2015 Society for Industrial and Applied Mathematics.
Full stability of locally optimal solutions in second-order cone programs
- Authors: Mordukhovich, Boris , Outrata, Jiri , Sarabi, Ebrahim
- Date: 2014
- Type: Text , Journal article
- Relation: SIAM Journal on Optimization Vol. 24, no. 4 (2014), p. 1581-1613
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- Description: The paper presents complete characterizations of Lipschitzian full stability of locally optimal solutions to second-order cone programs (SOCPs) expressed entirely in terms of their initial data. These characterizations are obtained via appropriate versions of the quadratic growth and strong second-order sufficient conditions under the corresponding constraint qualifications. We also establish close relationships between full stability of local minimizers for SOCPs and strong regularity of the associated generalized equations at nondegenerate points. Our approach is mainly based on advanced tools of second-order variational analysis and generalized differentiation.
On optimal control of a sweeping process coupled with an ordinary differential equation
- Authors: Adam, Lukas , Outrata, Jiri
- Date: 2014
- Type: Text , Journal article
- Relation: Discrete and Continuous Dynamical Systems - Series B Vol. 19, no. 9 (November 2014 2014), p. 2709-2738
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- Description: We study a special case of an optimal control problem governed by a differential equation and a differential rate{independent variational inequality, both with given initial conditions. Under certain conditions, the variational inequality can be reformulated as a differential inclusion with discontinuous right-hand side. This inclusion is known as sweeping process. We perform a discretization scheme and prove the convergence of optimal solutions of the discretized problems to the optimal solution of the original problem. For the discretized problems we study the properties of the solution map and compute its coderivative. Employing an appropriate chain rule, this enables us to compute the subdifferential of the objective function and to apply a suitable optimization technique to solve the discretized problems. The investigated problem is used to model a situation arising in the area of queuing theory.
On relaxing the Mangasarian-Fromovitz constraint qualification
- Authors: Kruger, Alexander , Minchenko, Leonld , Outrata, Jiri
- Date: 2014
- Type: Text , Journal article
- Relation: Positivity Vol. 18, no. 1 (2014), p. 171-189
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: For the classical nonlinear program, two new relaxations of the Mangasarian– Fromovitz constraint qualification are discussed and their relationship with some standard constraint qualifications is examined. In particular, we establish the equivalence of one of these constraint qualifications with the recently suggested by Andreani et al. Constant rank of the subspace component constraint qualification. As an application, we make use of this new constraint qualification in the local analysis of the solution map to a parameterized equilibrium problem, modeled by a generalized equation.