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A uniform approach to hölder calmness of subdifferentials

- Beer, Gerald, Cánovas, Maria, López, Marco, Parra, Juan

  • Authors: Beer, Gerald , Cánovas, Maria , López, Marco , Parra, Juan
  • Date: 2020
  • Type: Text , Journal article
  • Relation: Journal of Convex Analysis Vol. 27, no. 1 (2020), p.
  • Relation: http://purl.org/au-research/grants/arc/DP160100854
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  • Description: For finite-valued convex functions f defined on the n-dimensional Euclidean space, we are interested in the set-valued mapping assigning to each pair (f, x) the subdifferential of f at x. Our approach is uniform with respect to f in the sense that it involves pairs of functions close enough to each other, but not necessarily around a nominal function. More precisely, we provide lower and upper estimates, in terms of Hausdorff excesses, of the subdifferential of one of such functions at a nominal point in terms of the subdifferential of nearby functions in a ball centered in such a point. In particular, we obtain the (1/2) - Hölder calmness of our mapping at a nominal pair (f, x) under the assumption that the subdifferential mapping viewed as a set-valued mapping from Rn to Rn with f fixed is calm at each point of {x} × ∂f(x). © Heldermann Verlag
  • Description: Funding details: Australian Research Council, ARC, DP160100854 Funding details: European Commission, EU Funding details: Ministerio de Economía y Competitividad, MINECO Funding details: Federación Española de Enfermedades Raras, FEDER Funding text 1: 

Calmness modulus of linear semi-infinite programs

- Cánovas, Maria, Kruger, Alexander, López, Marco, Parra, Juan, Théra, Michel

  • 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.

Calmness of partially perturbed linear systems with an application to the central path

- Cánovas, Maria, Hall, Julian, López, Marco, Parra, Juan

  • Authors: Cánovas, Maria , Hall, Julian , López, Marco , Parra, Juan
  • Date: 2019
  • Type: Text , Journal article
  • Relation: Optimization Vol. 68, no. 2-3 (2019), p. 465-483
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  • Description: In this paper we develop point-based formulas for the calmness modulus of the feasible set mapping in the context of linear inequality systems with a fixed abstract constraint and (partially) perturbed linear constraints. The case of totally perturbed linear systems was previously analyzed in [Canovas MJ, Lopez MA, Parra J, et al. Calmness of the feasible set mapping for linear inequality systems. Set-Valued Var Anal. 2014;22:375-389, Section 5]. We point out that the presence of such an abstract constraint yields the current paper to appeal to a notable different methodology with respect to previous works on the calmness modulus in linear programming. The interest of this model comes from the fact that partially perturbed systems naturally appear in many applications. As an illustration, the paper includes an example related to the classical central path construction. In this example we consider a certain feasible set mapping whose calmness modulus provides a measure of the convergence of the central path. Finally, we underline the fact that the expression for the calmness modulus obtained in this paper is (conceptually) implementable as far as it only involves the nominal data.

Calmness of the feasible set mapping for linear inequality systems

- Cánovas, Maria, López, Marco, Parra, Juan, Toledo, Javier

  • Authors: Cánovas, Maria , López, Marco , Parra, Juan , Toledo, Javier
  • Date: 2014
  • Type: Text , Journal article
  • Relation: Set-Valued and Variational Analysis Vol. 22, no. 2 (2014), p. 375-389
  • Relation: http://purl.org/au-research/grants/arc/DP110102011
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  • Description: In this paper we deal with parameterized linear inequality systems in the n-dimensional Euclidean space, whose coefficients depend continuosly on an index ranging in a compact Hausdorff space. The paper is developed in two different parametric settings: the one of only right-hand-side perturbations of the linear system, and that in which both sides of the system can be perturbed. Appealing to the backgrounds on the calmness property, and exploiting the specifics of the current linear structure, we derive different characterizations of the calmness of the feasible set mapping, and provide an operative expresion for the calmness modulus when confined to finite systems. In the paper, the role played by the Abadie constraint qualification in relation to calmness is clarified, and illustrated by different examples. We point out that this approach has the virtue of tackling the calmness property exclusively in terms of the system's data.

Distance to ill-posedness for linear inequality systems under block perturbations : Convex and infinite-dimensional cases

- Cánovas, Maria, López, Marco, Parra, Juan, Toledoa, Javier

  • Authors: Cánovas, Maria , López, Marco , Parra, Juan , Toledoa, Javier
  • Date: 2011
  • Type: Text , Journal article
  • Relation: Optimization Vol. 60, no. 7 (2011), p. 925-946
  • Relation: http://purl.org/au-research/grants/arc/DP110102011
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  • Description: This article extends some results of Cá novas et al. [M.J. Cá novas, M.A. Ló pez, J. Parra, and F.J. Toledo, Distance to ill-posedness and the consistency value of linear semi-infinite inequality systems, Math. Prog. Ser. A 103 (2005), pp. 95-126.] about distance to ill-posedness (feasibility/ infeasibility) in three directions: From individual perturbations of inequalities to perturbations by blocks, from linear to convex inequalities and from finite- to infinite-dimensional (Banach) spaces of variables. The second of the referred directions, developed in the finite-dimensional case, was the original motivation of this article. In fact, after linearizing a convex system via the Fenchel-Legendre conjugate, affine perturbations of convex inequalities translate into block perturbations of the corresponding linearized system. We discuss the key role played by constant perturbations as an extreme case of block perturbations. We emphasize the fact that constant perturbations are enough to compute the distance to ill-posedness in the infinite-dimensional setting, as shown in the last part of this article, where some remarkable differences of infinite- versus finite-dimensional systems are presented. Throughout this article, the set indexing the constraints is arbitrary, with no topological structure. Accordingly, the functional dependence of the system coefficients on the index has no qualification at all.

Indexation strategies and calmness constants for uncertain linear inequality systems

- Cánovas, Maria, Henrion, René, López, Marco, Parra, Juan

Lipschitz modulus of linear and convex inequality systems with the Hausdorff metric

- Beer, G., Cánovas, M. J., López, Marco, Parra, Juan

  • Authors: Beer, G. , Cánovas, M. J. , López, Marco , Parra, Juan
  • Date: 2021
  • Type: Text , Journal article
  • Relation: Mathematical Programming Vol. 189, no. 1-2 (2021), p. 75-98. https://purl.org/au-research/grants/arc/DP180100602
  • Relation: http://purl.org/au-research/grants/arc/DP180100602
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  • Description: This paper analyzes the Lipschitz behavior of the feasible set mapping associated with linear and convex inequality systems in Rn. To start with, we deal with the parameter space of linear (finite/semi-infinite) systems identified with the corresponding sets of coefficient vectors, which are assumed to be closed subsets of Rn+1. In this framework the size of perturbations is measured by means of the (extended) Hausdorff distance. A direct antecedent, extensively studied in the literature, comes from considering the parameter space of all linear systems with a fixed index set, T, where the Chebyshev (extended) distance is used to measure perturbations. In the present work we propose an appropriate indexation strategy which allows us to establish the equality of the Lipschitz moduli of the feasible set mappings in both parametric contexts, as well as to benefit from existing results in the Chebyshev setting for transferring them to the Hausdorff one. In a second stage, the possibility of perturbing directly the set of coefficient vectors of a linear system leads to new contributions on the Lipschitz behavior of convex systems via linearization techniques. © 2020, Springer-Verlag GmbH Germany, part of Springer Nature and Mathematical Optimization Society. Correction: The article “Lipschitz modulus of linear and convex inequality systems with the Hausdorff metric”, written by Beer,G., Cánovas, M.J., López, M.A., Parra, J.was originally published Online First without Open Access. After publication in volume 189, issue 1–2, page 75–98 the author decided to opt for Open Choice and to make the article an Open Access publication. Therefore, the copyright of the article has been changed to © The Author(s) 2020 and the article is forthwith distributed under the terms of the Creative Commons Attribution 4.0 International License. https://doi.org/10.1007/s10107-021-01751-x
  • Description: This paper analyzes the Lipschitz behavior of the feasible set mapping associated with linear and convex inequality systems in Rn. To start with, we deal with the parameter space of linear (finite/semi-infinite) systems identified with the corresponding sets of coefficient vectors, which are assumed to be closed subsets of Rn+1. In this framework the size of perturbations is measured by means of the (extended) Hausdorff distance. A direct antecedent, extensively studied in the literature, comes from considering the parameter space of all linear systems with a fixed index set, T, where the Chebyshev (extended) distance is used to measure perturbations. In the present work we propose an appropriate indexation strategy which allows us to establish the equality of the Lipschitz moduli of the feasible set mappings in both parametric contexts, as well as to benefit from existing results in the Chebyshev setting for transferring them to the Hausdorff one. In a second stage, the possibility of perturbing directly the set of coefficient vectors of a linear system leads to new contributions on the Lipschitz behavior of convex systems via linearization techniques. © 2020, Springer-Verlag GmbH Germany, part of Springer Nature and Mathematical Optimization Society.

Quantitative stability of linear infinite inequality systems under block perturbations with applications to convex systems

- Cánovas, Maria, López, Marco, Mordukhovich, Borris, Parra, Juan

  • Authors: Cánovas, Maria , López, Marco , Mordukhovich, Borris , Parra, Juan
  • Date: 2012
  • Type: Text , Journal article
  • Relation: TOP Vol. 20, no. 2 (2012), p. 310-327
  • Relation: http://purl.org/au-research/grants/arc/DP110102011
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  • Description: The original motivation for this paper was to provide an efficient quantitative analysis of convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional (resp. finite-dimensional) Banach spaces and that are indexed by an arbitrary fixed set J. Parameter perturbations on the right-hand side of the inequalities are required to be merely bounded, and thus the natural parameter space is l∞(J). Our basic strategy consists of linearizing the parameterized convex system via splitting convex inequalities into linear ones by using the Fenchel-Legendre conjugate. This approach yields that arbitrary bounded right-hand side perturbations of the convex system turn on constant-by-blocks perturbations in the linearized system. Based on advanced variational analysis, we derive a precise formula for computing the exact Lipschitzian bound of the feasible solution map of block-perturbed linear systems, which involves only the system's data, and then show that this exact bound agrees with the coderivative norm of the aforementioned mapping. In this way we extend to the convex setting the results of Cánovas et al. (SIAM J. Optim. 20, 1504-1526, 2009) developed for arbitrary perturbations with no block structure in the linear framework under the boundedness assumption on the system's coefficients. The latter boundedness assumption is removed in this paper when the decision space is reflexive. The last section provides the aimed application to the convex case.

Subdifferentials and stability analysis of feasible set and pareto front mappings in linear multiobjective optimization

- Cánovas, Maria, López, Marco, Mordukhovich, Boris, Parra, Juan

  • Authors: Cánovas, Maria , López, Marco , Mordukhovich, Boris , Parra, Juan
  • Date: 2020
  • Type: Text , Journal article
  • Relation: Vietnam Journal of Mathematics Vol. 48, no. 2 (2020), p. 315-334
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  • Description: The paper concerns multiobjective linear optimization problems in
  • Description: Funding details: European Commission, EC Funding details: European Regional Development Fund, FEDER Funding details: Australian Research Council, ARC Funding details: Australian Research Council, ARC, DP180100602 Funding details: Australian Research Council, ARC, DP-190100555 Funding details: Air Force Office of Scientific Research, AFOSR, 15RT04 Funding details: DMS-1512846, DMS-1808978 Funding text 1: This research has been partially supported by grants MTM2014-59179-C2-(1,2)-P and PGC2018-097960-B-C2(1,2) from MINECO/MICINN, Spain, and ERDF, “A way to make Europe”, European Union. Funding text 2: Research of the second author is also partially supported by the Australian Research Council (ARC) Discovery Grants Scheme (Project Grant # DP180100602). Funding text 3: Research of third author was partially supported by the USA National Science Foundation under grants DMS-1512846 and DMS-1808978, by the USA Air Force Office of Scientific Research grant #15RT04, and by Australian Research Council under grant DP-190100555.
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