b-Subgradients of the optimal value function in nonlinear programming

b-Subgradients of the optimal value function in nonlinear programming

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Article ID: iaor19942442
Country: Germany
Volume: 26
Start Page Number: 153
End Page Number: 163
Publication Date: Oct 1992
Journal: Optimization
Authors: ,
Abstract:

In this paper the authors study the following parametric nonsmooth optimization problem with parameter vector u∈ℝp: minimize f(x) subject to g(x)+u∈¸-K, x∈C where f:E∈ℝ and g:E∈ℝp are locally Lipschitzian mappings, C is a nonempty closed subset of a Banach space E, and K is a convex cone in p. Optimization problems with a finite number of inequality and equality constraints and with right-hand perturbations belong to the class of problems (Pu). For each parameter vector u∈ℝp we can associate the global optimal value p(u)∈ℝpℝ∈¸-∈,∈∈ for (Pu) defined as p(u):¸=inf∈f(x):g(x)+u∈¸-K and x∈C∈, with the convention p(u)=¸+∈ is infeasible. The optimal solutions set will be denoted S(u).

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