Abstract
This paper concerns foundations of sensitivity and stability analysis in optimization and related areas, being primarily addressed constrained systems. We consider general models, which are described by multifunctions between Banach spaces and concentrate on characterizing their well-posedness properties that revolve around Lipschitz stability and metric regularity relative to sets. Invoking tools of variational analysis and generalized differentiation, we introduce new robust notions of relative contingent coderivatives. The novel machinery of variational analysis leads us to establishing complete characterizations of the relative well-posedness properties and developing basic rules of variational calculus interrelated with the obtained characterizations of well-posedness. Most of our results valid in general infinite-dimensional settings are also new in finite dimensions.
| Original language | English |
|---|---|
| Pages (from-to) | 2234-2264 |
| Number of pages | 31 |
| Journal | SIAM Journal on Optimization |
| Volume | 35 |
| Issue number | 4 |
| DOIs | |
| Publication status | Published - Apr 2025 |
Keywords
- constrained systems
- relative Lipschitzian stability and metric regularity
- variational analysis and generalized differentiation
- variational calculus rules
- well-posedness
ASJC Scopus subject areas
- Software
- Theoretical Computer Science
- Applied Mathematics
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