TY - JOUR
T1 - Perturbed or optimization in banach spaces I
T2 - A general theory based on a weak directional constraint qualification
AU - Bonnans, J. Frédéric
AU - Cominetti, Roberto
PY - 1996/7
Y1 - 1996/7
N2 - 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.
AB - 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.
KW - Approximate solutions
KW - Convex duality
KW - Directional constraint qualification
KW - Marginal function
KW - Regularity and implicit function theorems
KW - Sensitivity analysis
UR - http://www.scopus.com/inward/record.url?scp=0030191876&partnerID=8YFLogxK
U2 - 10.1137/S0363012994267273
DO - 10.1137/S0363012994267273
M3 - Article
AN - SCOPUS:0030191876
SN - 0363-0129
VL - 34
SP - 1151
EP - 1171
JO - SIAM Journal on Control and Optimization
JF - SIAM Journal on Control and Optimization
IS - 4
ER -