Perturbed or optimization in banach spaces I: A general theory based on a weak directional constraint qualification

J. Frédéric Bonnans, Roberto Cominetti

Producción científica: Contribución a una revistaArtículorevisión exhaustiva

26 Citas (Scopus)

Resumen

Using a directional form of constraint qualification weaker than Robinson's, we derive an implicit function theorem for inclusions and use it for first- and second-order sensitivity analyses of the value function in perturbed constrained optimization. We obtain Hölder and Lipschitz properties and, under a no-gap condition, first-order expansions for exact and approximate solutions. As an application, differentiability properties of metric projections in Hilbert spaces are obtained, using a condition generalizing polyhedricity. We also present in the appendix a short proof of a generalization of the convex duality theorem in Banach spaces.

Idioma originalInglés
Páginas (desde-hasta)1151-1171
Número de páginas21
PublicaciónSIAM Journal on Control and Optimization
Volumen34
N.º4
DOI
EstadoPublicada - jul. 1996

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