HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
Reports

Perturbed optimization in Banach spaces I : a general theory based on a weak directional constraint qualification

Abstract : Using a directional form of constraint qualification weaker than Robinson's, we derive an implicit function theorem for inclusions and we use it for first and second order sensitivity analysis of the value function in perturbed constrained optimization. We obtain Holder 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 appendix a short proof of a generalization of the convex duality theorem in Banach spaces.
Complete list of metadata

https://hal.inria.fr/inria-00074647
Contributor : Rapport de Recherche Inria Connect in order to contact the contributor
Submitted on : Wednesday, May 24, 2006 - 3:59:27 PM
Last modification on : Friday, February 4, 2022 - 3:08:41 AM
Long-term archiving on: : Tuesday, April 12, 2011 - 6:00:45 PM

Identifiers

  • HAL Id : inria-00074647, version 1

Collections

Citation

J. Frederic Bonnans, Roberto Cominetti. Perturbed optimization in Banach spaces I : a general theory based on a weak directional constraint qualification. [Research Report] RR-2024, INRIA. 1993. ⟨inria-00074647⟩

Share

Metrics

Record views

113

Files downloads

85