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Examples and counterexamples in Lipschitz analysis

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Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
In the analysis of functions and multi-valued mappings of Lipschitzian type, there are many different notions of Lipschitz behavior, regularity and generalized derivatives. We collect relevant examples illustrating the interrelations between various concepts, the differences with the smooth case, and the importance of certain assumptions and special classes of Lipschitz mappings in applications.
Rocznik
Strony
471--492
Opis fizyczny
Bibliogr. 34 poz.,
Twórcy
autor
  • Institut fur Operations Research, Universiti Zurich, Moussonstrasse 15, CH-8044 Zurich, Switzerland
autor
  • Institut fur Operations Research, Universiti Zurich, Moussonstrasse 15, CH-8044 Zurich, Switzerland
autor
  • Institut fur Mathematik, Humboldt- Universiti:itzu Berlin, Unter den Linden 6, D-10099 Berlin, Germany
Bibliografia
  • BORWEIN, J.M. MOORS, W.B. and XIANFY, W. "(1994) Lipschitz function with prescribed derivatives and subderivatives. CECM Information document 94-026, Simon Fraser Univ., Burnaby.
  • CLARKE, F.H. (1976) On the inverse function theorem. Pacific Journal of Mathematics,64, 97-102.
  • CLARKE, F .H. (1983) Optimization and Nonsmooth Analysis. Wiley, New York.
  • DONTCHEV, A.(1995) Characterizations of Lipschitz stability in optimization.In: R. Lucchetti and J. Revalski , eds., Recent Developments in Well- Posed Variational Problems, Kluwer, 95- 116.
  • DONTCHEV, A. and R.OCKAFELLAR, R.T. (1996) Characterizations of strong regularity for variational inequalities over polyhedral convex sets. SIAM Journal on Optimization, 6, 1087- 1105.
  • FUSEK, P. (2001) Isolated zeros of Lipschitzian metrically regular Rn functions.Optimization, 49, 425-446.
  • HENRION, R.. and OUTRATA, J. (2001) A subdifferential condition for calmness of multifunctions. Journal of Mathematical Analysis and Applications,258, 110- 130.
  • KING, A. and R.OCKAFELLAR, R.T. (1992) Sensitivity analysis for non smooth generalized equations. Mathematical Programming, 55, 341- 364.
  • KLATTE, D. and KuMMER, B. (1999) Generalized Kojima functions and Lipschitz stability of critical points. Computational Optimization and Applications,13, 61-85.
  • KLATTE, D. and KUMMER, B. (2002) Constrained minima and Lipschitzian penalties in metric spaces. SIAM Journal on Optimization, to appear.
  • KLATTE, D. and KUMMER, B. (2002) Nonsmooth Equations in Optimization Regularity,Calculus, Methods and Applications. Nonconvex Optimization and Its Applications. Kluwer Academic Publ., Dordrecht-Boston-London.
  • KOJIMA, M. (1980) Strongly stable stationary solutions in nonlinear programs.In: S.M. Robinson, ed., Analysis and Computation of Fixed Points, AcademicPress, New York, 93- 138.
  • KUMMER, B. (1988) Newton's method for non-differentiable functions. In: J.Guddat et al., eds., Advances in Math. Optimization, Akademie Verlag Berlin (Ser. Math. Res. 45), Berlin, 114- 125.
  • KuMMER, B. (199) Lipschitzian inverse functions, directional derivatives andapplication in C1•1 optimization. Journal of Optimization Theory and Applications, 70, 559- 580.
  • KUMMER, B. (1992) Newton's method based on generalized derivatives for non smooth functions: convergence analysis. In: W. Oettli and D. Pallaschke, eds. Advances in Optimization, Springer, Berlin, 171-194.
  • KUMMER, B. (1997) Lipschitzian and pseudo-Lipschitzian inverse functions and applications to nonlinear programming. In: A. V. Fiacco, ed., Mathematical Programming with Data Perturbations, Marcel Dekker, New York, 201-222.
  • KUMMER, B. (2000a) Generalized Newton and NCP-methods: Convergence, regularity, actions. Discussiones Mathernaticae - Differential Incluions,20, 209- 244.
  • KUMMER, B. (2000b) Inverse functions of pseudo regular mappings and regularity conditions. Mathematical Programming, Series B, 88, 313- 339.
  • LEVY, A.B. and ROCKAFELLAR, R.T. (1996) Variational conditions and theproto-differentiation of partial subgradient mappings. Nonlinear•Analysis:Theory, Methods &Applications, 26, 1951-1964.
  • Luo, Z.-Q . PANG, J.-S. and RALPH , D. (1996) Mathematical Programs withEquilibriumConstmints. Cambridge University Press, Cambridge.
  • MANGASARIAN, 0. and FROMOVITZ, S. (1967) The Fritz John necessary optimality conditions in the presence of equality and inequality constraints.Journal of Mathematical Analysis and Applications, 17, 37- 47.
  • MIFFLIN, R. (1977) Semismooth and semiconvex functions in constrained optimization.SIAM Journal on Control and Optimization, 15, 957- 972.
  • MORDUKHOVICH, B.S. (1993) Complete characterization of openness, metricregularity and Lipschitzian properties of multifunctions. Transactions of the American Mathematical Society, 340, 1-35.
  • OUTRATA, J. (2000) A generalized mathematical program with equilibrium constraints.SIAM Journal on Control and Optimizat•ion, 38, 1623- 1638.
  • PANG, J .-S. (1990) Newton's method for B-differentiable equations. Mathematicsof Operations Research, 15 , 311-341.
  • QI, L. and SuN, J . (1993) A nonsmooth version of Newton's method. Mathematical Programming, 58, 353- 367.
  • ROBINSON, S.M. (1976) Regularity and stability for convex rnultivalued functions.Mathematics of Operations Research, 1, 130- 143.
  • RoBINSON, S.M. (1981) Some continuity properties of polyhedral multifunctions.Mathematical Programming Study, 14, 206-214.
  • ROBINSON, S.M. (1994) Newton's method for a class of nonsmooth functions.Set- Valued Analysis, 2, 291-305.
  • ROCKAFELLAR, R. T. (1989) Proto-differentiability of set-valued mappings andits applications in optimization. In: H. Attouch, J.-P. Aubin, F. Clarke,and I. Ekeland, eds., Analyse Non Lineare, Gauthier-Villars, Paris, 449-482.
  • RocKAFELLAR, R. T. and WETS, R.J .-B . (1998) Variational Analysis. Springer,Berlin.
  • THIBAULT, L. (1980) Subdifferentials of compactly Lipschitz vector-valued functions. Annali di Matematica Pura ed Applicata, 4, 157-192.
  • THIBAULT, L. (1982) On generalized differentials and subdifferentials of Lipschitz vector-value functions. Nonlinear Analysis: Theory, Methods & Applications, 6, 1037-1053.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT2-0001-0486
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