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Differential stability in non-Lipschitzian optimization

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Abstract

In this paper, upper and lower bounds are established for the Dini directional derivatives of the marginal function of an inequality-constrained mathematical program with right-hand-side perturbations. A nonsmooth analogue of the Cottle constraint qualification is assumed, but the objective and constraint functions are not assumed to be differentiable, convex, or locally Lipschitzian. Our upper bound sharpens previous results from the locally Lipschitzian case by means of a subgradient smaller than the Clarke generalized gradient. Examples demonstrate, however, that a corresponding strengthening of the lower bound is not possible. Corollaries of this work include general criteria for exactness of penalty functions as well as information on the relationship between calmness and other constraint qualifications in nonsmooth optimization.

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Authors and Affiliations

  1. Miami University, Oxford, Ohio

    D. E. Ward (Associate Professor of Mathematics)

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  1. D. E. Ward
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Communicated by A. V. Fiacco

The author is grateful for the helpful comments of a referee.

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Ward, D.E. Differential stability in non-Lipschitzian optimization. J Optim Theory Appl 73, 101–120 (1992). https://doi.org/10.1007/BF00940081

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  • DOI: https://doi.org/10.1007/BF00940081

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