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Aubin property and uniqueness of solutions in cone constrained optimization


Klatte, Diethard; Kummer, Bernd (2013). Aubin property and uniqueness of solutions in cone constrained optimization. Mathematical Methods of Operations Research, 77(3):291-304.

Abstract

We discuss conditions for the Aubin property of solutions to perturbed cone constrained programs, by using and refining results given in Klatte-Kummer "Nonsmooth Equations in Optimization", Kluwer, 2002. In particular, we show that constraint nondegeneracy and hence uniqueness of the multiplier is necessary for the Aubin property of the critical point map. Moreover, we give conditions under which the critical point map has the Aubin property if and only if it is locally single-valued and Lipschitz.

Abstract

We discuss conditions for the Aubin property of solutions to perturbed cone constrained programs, by using and refining results given in Klatte-Kummer "Nonsmooth Equations in Optimization", Kluwer, 2002. In particular, we show that constraint nondegeneracy and hence uniqueness of the multiplier is necessary for the Aubin property of the critical point map. Moreover, we give conditions under which the critical point map has the Aubin property if and only if it is locally single-valued and Lipschitz.

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Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Business Administration
Dewey Decimal Classification:330 Economics
Language:English
Date:2013
Deposited On:23 Dec 2013 14:41
Last Modified:08 Dec 2017 01:19
Publisher:Springer
ISSN:1432-2994
Additional Information:The final publication is available at link.springer.com
Publisher DOI:https://doi.org/10.1007/s00186-013-0429-6
Other Identification Number:merlin-id:8752

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