Perturbation of error bounds
- Authors: Kruger, Alexander , López, Marco , Théra, Michel
- Date: 2018
- Type: Text , Journal article
- Relation: Mathematical Programming Vol. 168, no. 1-2 (2018), p. 533-554
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: Our aim in the current article is to extend the developments in Kruger et al. (SIAM J Optim 20(6):3280–3296, 2010. doi:10.1137/100782206) and, more precisely, to characterize, in the Banach space setting, the stability of the local and global error bound property of inequalities determined by lower semicontinuous functions under data perturbations. We propose new concepts of (arbitrary, convex and linear) perturbations of the given function defining the system under consideration, which turn out to be a useful tool in our analysis. The characterizations of error bounds for families of perturbations can be interpreted as estimates of the ‘radius of error bounds’. The definitions and characterizations are illustrated by examples. © 2017, Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society.
Set regularities and feasibility problems
- Authors: Kruger, Alexander , Luke, Russell , Thao, Nguyen
- Date: 2018
- Type: Text , Journal article
- Relation: Mathematical Programming Vol. 168, no. 1-2 (2018), p. 279-311
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: We synthesize and unify notions of regularity, both of individual sets and of collections of sets, as they appear in the convergence theory of projection methods for consistent feasibility problems. Several new characterizations of regularities are presented which shed light on the relations between seemingly different ideas and point to possible necessary conditions for local linear convergence of fundamental algorithms
Directional Holder metric regularity
- Authors: Ngai, Huynh Van , Tron, Nguyen Huu , Thera, Michel
- Date: 2016
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 171, no. 3 (2016), p. 785-819
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- Description: This paper sheds new light on regularity of multifunctions through various characterizations of directional Holder/Lipschitz metric regularity, which are based on the concepts of slope and coderivative. By using these characterizations, we show that directional Holder/Lipschitz metric regularity is stable, when the multifunction under consideration is perturbed suitably. Applications of directional Holder/Lipschitz metric regularity to investigate the stability and the sensitivity analysis of parameterized optimization problems are also discussed.
Nonlinear metric subregularity
- Authors: Kruger, Alexander
- Date: 2016
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 171, no. 3 (2016), p. 820-855
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: In this article, we investigate nonlinear metric subregularity properties of set-valued mappings between general metric or Banach spaces. We demonstrate that these properties can be treated in the framework of the theory of (linear) error bounds for extended real-valued functions of two variables developed in Kruger (Error bounds and metric subregularity. Optimization 64(1):49-79, 2015). Several primal and dual space local quantitative and qualitative criteria of nonlinear metric subregularity are formulated. The relationships between the criteria are established and illustrated.
An induction theorem and nonlinear regularity models
- Authors: Khanh, Phan , Kruger, Alexander , Thao, Nguyen
- Date: 2015
- Type: Text , Journal article
- Relation: Siam Journal on Optimization Vol. 25, no. 4 (2015), p. 2561-2588
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: A general nonlinear regularity model for a set-valued mapping F : X x R+ paired right arrows Y, where X and Y are metric spaces, is studied using special iteration procedures, going back to Banach, Schauder, Lyusternik, and Graves. Namely, we revise the induction theorem from Khanh [J. Math. Anal. Appl., 118 (1986), pp. 519-534] and employ it to obtain basic estimates for exploring regularity/openness properties. We also show that it can serve as a substitution for the Ekeland variational principle when establishing other regularity criteria. Then, we apply the induction theorem and the mentioned estimates to establish criteria for both global and local versions of regularity/openness properties for our model and demonstrate how the definitions and criteria translate into the conventional setting of a set-valued mapping F : X paired right arrows Y. An application to second-order necessary optimality conditions for a nonsmooth set-valued optimization problem with mixed constraints is provided.
Directional metric regularity of multifunctions
- Authors: Ngai, Huynh Van , Thera, Michel
- Date: 2015
- Type: Text , Journal article
- Relation: Mathematics of Operations Research Vol. 40, no. 4 (2015), p. 969-991
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: In this paper, we study relative metric regularity of set-valued mappings with emphasis on directional metric regularity. We establish characterizations of relative metric regularity without assuming the completeness of the image spaces, by using the relative lower semicontinuous envelopes of the distance functions to set-valued mappings. We then apply these characterizations to establish a coderivative type criterion for directional metric regularity as well as for the robustness of metric regularity.
- Description: In this paper, we study relative metric regularity of set-valued mappings with emphasis on directional metric regularity. We establish characterizations of relative metric regularity without assuming the completeness of the image spaces, by using the relative lower semicontinuous envelopes of the distance functions to set-valued mappings. We then apply these characterizations to establish a coderivative type criterion for directional metric regularity as well as for the robustness of metric regularity. © 2015 INFORMS.
Error bounds and metric subregularity
- Authors: Kruger, Alexander
- Date: 2015
- Type: Text , Journal article
- Relation: Optimization Vol. 64, no. 1 (2015), p. 49-79
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: Necessary and sufficient criteria for metric subregularity (or calmness) of set-valued mappings between general metric or Banach spaces are treated in the framework of the theory of error bounds for a special family of extended real-valued functions of two variables. A classification scheme for the general error bound and metric subregularity criteria is presented. The criteria are formulated in terms of several kinds of primal and subdifferential slopes.
Quantitative characterizations of regularity properties of collections of sets
- Authors: Kruger, Alexander , Thao, Nguyen
- Date: 2015
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 164, no. 1 (2015), p. 41-67
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: Several primal and dual quantitative characterizations of regularity properties of collections of sets in normed linear spaces are discussed. Relationships between regularity properties of collections of sets and those of set-valued mappings are provided.