Search Results - subject:"Generalized equations"

Strong metric (sub)regularity of Karush-Kuhn-Tucker mappings for piecewise linear-quadratic convex-composite optimization and the quadratic convergence of Newton's method

Burke, James V.; Engle, Abraham - In: Mathematics of operations research 45 (2020) 3, pp. 1164-1192

Persistent link: https://www.econbiz.de/10012293377

Directional metric regularity of multifunctions

Huynh Van Ngai; Théra, Michel - In: Mathematics of operations research 40 (2015) 4, pp. 969-991

Persistent link: https://www.econbiz.de/10011409005

STABILITY ANALYSIS OF PARAMETRIC GENERALIZED EQUATIONS AND APPLICATIONS

LIU, YONGCHAO - In: Asia-Pacific Journal of Operational Research (APJOR) 30 (2013) 05, pp. 1350017-1

The paper studies the stability of parametric generalized equations (PGE) defined by adding two set-valued mappings … results are used to analyze the stability of stochastic generalized equations and parametric mathematical programs with …

Persistent link: https://www.econbiz.de/10010698177

A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations

Wu, Jia; Zhang, Liwei; Zhang, Yi - In: Journal of Global Optimization 55 (2013) 2, pp. 359-385

generalized equations. We reformulate the necessary optimality conditions as a system of nonsmooth equations under linear …

Persistent link: https://www.econbiz.de/10010994048

A Lyusternik–Graves theorem for the proximal point method

Artacho, Francisco Aragón; Gaydu, Michaël - In: Computational Optimization and Applications 52 (2012) 3, pp. 785-803

We consider a generalized version of the proximal point algorithm for solving the perturbed inclusion y∈T(x), where y is a perturbation element near 0 and T is a set-valued mapping acting from a Banach space X to a Banach space Y which is metrically regular around some point <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$({\bar{x}},0)$</EquationSource> </InlineEquation>...</equationsource></inlineequation>

Persistent link: https://www.econbiz.de/10010998271

Enhanced metric regularity and Lipschitzian properties of variational systems

Artacho, Francisco Aragón; Mordukhovich, Boris - In: Journal of Global Optimization 50 (2011) 1, pp. 145-167

Persistent link: https://www.econbiz.de/10009149561