Gateaux differentiability revisited
- Authors: Abbasi, Malek , Kruger, Alexander , Théra, Michel
- Date: 2021
- Type: Text , Journal article
- Relation: Applied Mathematics and Optimization Vol. 84, no. 3 (2021), p. 3499-3516
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: We revisit some basic concepts and ideas of the classical differential calculus and convex analysis extending them to a broader frame. We reformulate and generalize the notion of Gateaux differentiability and propose new notions of generalized derivative and generalized subdifferential in an arbitrary topological vector space. Meaningful examples preserving the key properties of the original notion of derivative are provided. © 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature.
Primal necessary characterizations of transversality properties
- Authors: Cuong, Nguyen , Kruger, Alexander
- Date: 2021
- Type: Text , Journal article
- Relation: Positivity Vol. 25, no. 2 (2021), p. 531-558
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: This paper continues the study of general nonlinear transversality properties of collections of sets and focuses on primal necessary (in some cases also sufficient) characterizations of the properties. We formulate geometric, metric and slope characterizations, particularly in the convex setting. The Hölder case is given a special attention. Quantitative relations between the nonlinear transversality properties of collections of sets and the corresponding regularity properties of set-valued mappings as well as two nonlinear transversality properties of a convex set-valued mapping to a convex set in the range space are discussed. © 2020, Springer Nature Switzerland AG.
Dual sufficient characterizations of transversality properties
- Authors: Cuong, Nguyen , Kruger, Alexander
- Date: 2020
- Type: Text , Journal article
- Relation: Positivity Vol. 24, no. 5 (2020), p. 1313-1359
- Relation: https://purl.org/au-research/grants/arc/DP160100854
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- Description: This paper continues the study of ‘good arrangements’ of collections of sets near a point in their intersection. Our aim is to develop a general scheme for quantitative analysis of several transversality properties within the same framework. We consider a general nonlinear setting and establish dual (subdifferential and normal cone) sufficient characterizations of transversality properties of collections of sets in Banach/Asplund spaces. Besides quantitative estimates for the rates/moduli of the corresponding properties, we establish here also estimates for the other parameters involved in the definitions, particularly the size of the neighbourhood where a property holds. Interpretations of the main general nonlinear characterizations for the case of Hölder transversality are provided. Some characterizations are new even in the linear setting. As an application, we provide dual sufficient conditions for nonlinear extensions of the new transversality properties of a set-valued mapping to a set in the range space due to Ioffe. © 2020, Springer Nature Switzerland AG.
- Description: The research was supported by the Australian Research Council, Project DP160100854, and the European Union’s Horizon 2020 research and innovation programme under the Marie Sk
Extremality, stationarity and generalized separation of collections of sets
- Authors: Bui, Hoa , Kruger, Alexander
- Date: 2019
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 182, no. 1 (2019), p. 211-264
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- Description: The core arguments used in various proofs of the extremal principle and its extensions as well as in primal and dual characterizations of approximate stationarity and transversality of collections of sets are exposed, analysed and refined, leading to a unifying theory, encompassing all existing approaches to obtaining ‘extremal’ statements. For that, we examine and clarify quantitative relationships between the parameters involved in the respective definitions and statements. Some new characterizations of extremality properties are obtained.
On semiregularity of mappings
- Authors: Cibulka, Radek , Fabian, Marian , Kruger, Alexander
- Date: 2019
- Type: Text , Journal article
- Relation: Journal of Mathematical Analysis and Applications Vol. 473, no. 2 (2019), p. 811-836
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: There are two basic ways of weakening the definition of the well-known metric regularity property by fixing one of the points involved in the definition. The first resulting property is called metric subregularity and has attracted a lot of attention during the last decades. On the other hand, the latter property which we call semiregularity can be found under several names and the corresponding results are scattered in the literature. We provide a self-contained material gathering and extending the existing theory on the topic. We demonstrate a clear relationship with other regularity properties, for example, the equivalence with the so-called openness with a linear rate at the reference point is shown. In particular cases, we derive necessary and/or sufficient conditions of both primal and dual type. We illustrate the importance of semiregularity in the convergence analysis of an inexact Newton-type scheme for generalized equations with not necessarily differentiable single-valued part. © 2019 Elsevier Inc.
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
Borwein–Preiss vector variational principle
- Authors: Kruger, Alexander , Plubtieng, Somyot , Seangwattana, Thidaporn
- Date: 2017
- Type: Text , Journal article
- Relation: Positivity Vol. 21, no. 4 (2017), p. 1273-1292
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: This article extends to the vector setting the results of our previous work Kruger et al. (J Math Anal Appl 435(2):1183–1193, 2016) which refined and slightly strengthened the metric space version of the Borwein–Preiss variational principle due to Li and Shi (J Math Anal Appl 246(1):308–319, 2000. doi:10.1006/jmaa.2000.6813). We introduce and characterize two seemingly new natural concepts of ε-minimality, one of them dependent on the chosen element in the ordering cone and the fixed “gauge-type” function. © 2017, Springer International Publishing.
Borwein-Preiss variational principle revisited
- Authors: Kruger, Alexander , Plubtieng, Somyot , Seangwattana, Thidaporn
- Date: 2016
- Type: Text , Journal article
- Relation: Journal of Mathematical Analysis and Applications Vol. 435, no. 2 (2016), p. 1183-1193
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: In this article, we refine and slightly strengthen the metric space version of the Borwein-Preiss variational principle due to Li and Shi (2000) [12], clarify the assumptions and conclusions of their Theorem 1 as well as Theorem 2.5.2 in Borwein and Zhu (2005) [4] and streamline the proofs. Our main result, Theorem 3 is formulated in the metric space setting. When reduced to Banach spaces (Corollary 9), it extends and strengthens the smooth variational principle established in Borwein and Preiss (1987) [3] along several directions. (C) 2015 Elsevier Inc. All rights reserved.
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.
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.
About [q]-regularity properties of collections of sets
- Authors: Kruger, Alexander , Thao, Nguyen
- Date: 2014
- Type: Text , Journal article
- Relation: Journal of Mathematical Analysis and Applications Vol. 416, no. 2 (2014), p. 471-496
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: We examine three primal space local Holder type regularity properties of finite collections of sets, namely, [q]-semiregularity, [q]-subregularity, and uniform [q]-regularity as well as their quantitative characterizations. Equivalent metric characterizations of the three mentioned regularity properties as well as a sufficient condition of [q]-subregularity in terms of Frechet normals are established. The relationships between [q]-regularity properties of collections of sets and the corresponding regularity properties of set-valued mappings are discussed.
- Description: We examine three primal space local Holder type regularity properties of finite collections of sets, namely, [q]-semiregularity, [q]-subregularity, and uniform [q]-regularity as well as their quantitative characterizations. Equivalent metric characterizations of the three mentioned regularity properties as well as a sufficient condition of [q]-subregularity in terms of Frechet normals are established. The relationships between [q]-regularity properties of collections of sets and the corresponding regularity properties of set-valued mappings are discussed. (C) 2014 Elsevier Inc. All rights reserved.
Calmness modulus of linear semi-infinite programs
- Authors: Cánovas, Maria , Kruger, Alexander , López, Marco , Parra, Juan , Théra, Michel
- Date: 2014
- Type: Text , Journal article
- Relation: SIAM Journal on Optimization Vol. 24, no. 1 (2014), p. 29-48
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: Our main goal is to compute or estimate the calmness modulus of the argmin mapping of linear semi-infinite optimization problems under canonical perturbations, i.e., perturbations of the objective function together with continuous perturbations of the right-hand side of the constraint system (with respect to an index ranging in a compact Hausdorff space). Specifically, we provide a lower bound on the calmness modulus for semi-infinite programs with unique optimal solution which turns out to be the exact modulus when the problem is finitely constrained. The relationship between the calmness of the argmin mapping and the same property for the (sub)level set mapping (with respect to the objective function), for semi-infinite programs and without requiring the uniqueness of the nominal solution, is explored, too, providing an upper bound on the calmness modulus of the argmin mapping. When confined to finitely constrained problems, we also provide a computable upper bound as it only relies on the nominal data and parameters, not involving elements in a neighborhood. Illustrative examples are provided.
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.
Special Issue on recent advances in continuous optimization on the occasion of the 25th European conference on Operational Research (EURO XXV 2012)
- Authors: Weber, Gerhard-Wilhelm , Kruger, Alexander , Martinez-Legaz, Juan , Mordukhovich, Boris , Sakalauskas, Leonidas
- Date: 2014
- Type: Text , Journal article
- Relation: Optimization Vol. 63, no. 1 (2014), p. 1-5
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Comments on : Stability in linear optimization and related topics. A personal tour
- Authors: Kruger, Alexander
- Date: 2012
- Type: Text , Journal article
- Relation: TOP Vol. 20, no. 2 (2012), p. 255-257
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- Description: The article presents a report on a wonderful tour in the area of stability analysis of linear (and not only linear) optimization undertaken in the last 15 years by the author and his team of collaborators. 15 years is a very short period for developing a mathematical theory. Nevertheless the scope of achievement presented in the article and the level of development of the theory are really impressive. The tour is full of attractions and the route is very carefully marked. Now the tour is on offer, and the author is eager to share its highlights with interested travelers.
On Hölder calmness of solution mappings in parametric equilibrium problems
- Authors: Anh, Lam Quoc , Kruger, Alexander , Thao, Nguyen
- Date: 2012
- Type: Text , Journal article
- Relation: TOP Vol. 22, no. 1 (2012), p. 331-342
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- Description: We consider parametric equilibrium problems in metric spaces. Sufficient conditions for the Hölder calmness of solutions are established. We also study the Hölder well-posedness for equilibrium problems in metric spaces.
Some remarks on stability of generalized equations
- Authors: Henrion, René , Kruger, Alexander , Outrata, Jiri
- Date: 2012
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 159, no. 3 (2012), p. 681-697
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: The paper concerns the computation of the graphical derivative and the regular (Fréchet) coderivative of the solution map to a class of generalized equations, where the multivalued term amounts to the regular normal cone to a (possibly nonconvex) set given by C 2 inequalities. Instead of the linear independence qualification condition, standardly used in this context, one assumes a combination of the Mangasarian-Fromovitz and the constant rank qualification conditions. Based on the obtained generalized derivatives, new optimality conditions for a class of mathematical programs with equilibrium constraints are derived, and a workable characterization of the isolated calmness of the considered solution map is provided. © 2012 Springer Science+Business Media, LLC.