Pseudopower expansion of solutions of generalized equations and constrained optimization problems

Pseudopower expansion of solutions of generalized equations and constrained optimization problems

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Article ID: iaor19971103
Country: Netherlands
Volume: 70
Issue: 2
Start Page Number: 123
End Page Number: 148
Publication Date: Oct 1995
Journal: Mathematical Programming (Series A)
Authors: ,
Abstract:

The authors show that the solution of a strongly regular generalized equation subject to a scalar perturbation expands in pseudopower series in terms of the perturbation parameter, i.e., the expansion of order k is the solution of generalized equations expanded to order k and thus depends itself on the perturbation parameter. In the polyhedral case, this expansion reduces to a usual Taylor expansion. These results are applied to the problem of regular perturbation in constrained optimization. The authors show that, if the strong regularity condition is satisfied, the property of quadratic growth holds and, at least locally, the solutions of the optimization problem and of the associated optimality system coincide. If, in addition the number of inequality constraints is finite, the solution and the Lagrange multiplier can be expanded in Taylor series. If the data are analytic, the solution and the multiplier are analytic functions of the perturbation parameter.

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