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首页> 外文期刊>SIAM Journal on Optimization: A Publication of the Society for Industrial and Applied Mathematics >Second-order analysis of polyhedral systems in finite and infinite dimensions with applications to robust stability of variational inequalities
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Second-order analysis of polyhedral systems in finite and infinite dimensions with applications to robust stability of variational inequalities

机译:有限和无限维多面体系统的二阶分析及其对变分不等式的鲁棒稳定性的应用

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摘要

This paper concerns second-order analysis for a remarkable class of variational systems in finite-dimensional and infinite-dimensional spaces, which is particularly important for the study of optimization and equilibrium problems with equilibrium constraints. Systems of this type are described via variational inequalities over polyhedral convex sets and allow us to provide a comprehensive local analysis by using appropriate generalized differentiation of the normal cone mappings for such sets. In this paper we efficiently compute the required coderivatives of the normal cone mappings exclusively via the initial data of polyhedral sets in reflexive Banach spaces. This provides the main tools of second-order variational analysis allowing us, in particular, to derive necessary and sufficient conditions for robust Lipschitzian stability of solution maps to parameterized variational inequalities with evaluating the exact bound of the corresponding Lipschitzian moduli. The efficient coderivative calculations and characterizations of robust stability obtained in this paper are the first results in the literature for the problems under consideration in infinite-dimensional spaces. Most of them are also new in finite dimensions.
机译:本文涉及有限维和无限维空间中一类显着变分系统的二阶分析,这对于研究具有平衡约束的优化和平衡问题特别重要。这种类型的系统是通过多面体凸集上的变分不等式来描述的,它使我们能够通过使用适当的广义圆锥映射的广义微分来提供全面的局部分析。在本文中,我们仅通过自反Banach空间中的多面体集的初始数据来有效地计算法向锥映射所需的码导。这提供了二阶变分分析的主要工具,使我们尤其能够通过评估相应的Lipschitzian模数的精确界限,为解图的鲁棒Lipschitzian稳定性导出参数化变分不等式的充要条件。本文获得的有效的代码导数计算和鲁棒稳定性的表征是文献中针对无限维空间中所考虑问题的第一批结果。它们中的大多数也是有限尺寸的新产品。

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