Lipschitzian stability of parametric variational inequalities over generalized polyhedra in Banach s

This paper concerns the study of solution maps to parameterized variational inequalities over generalized polyhedra in reflexive Banach spaces. It has been recognized that generalized polyhedral sets are significantly different from the usual convex polyhedra in infinite dimensions and play an important role in various applications to optimization, particularly to generalized linear programming. Our main goal is to fully characterize robust Lipschitzian stability of the aforementioned solution maps entirely via their initial data. This is done on the basis of the coderivative criterion in variational analysis via efficient calculations of the coderivative and related objects for the systems under consideration. The case of generalized polyhedra is essentially more involved in comparison with usual convex polyhedral sets and requires developing elaborated techniques and new proofs of variational analysis.

[1]  Boris S. Mordukhovich,et al.  Coderivative calculus and metric regularity for constraint and variational systems , 2009 .

[2]  Diogo A. Gomes,et al.  Linear programming interpretations of Mather's variational principle , 2002 .

[3]  B. Mordukhovich Complete characterization of openness, metric regularity, and Lipschitzian properties of multifunctions , 1993 .

[4]  Gautam Appa,et al.  Linear Programming in Infinite-Dimensional Spaces , 1989 .

[5]  R. Tyrrell Rockafellar,et al.  Variational Analysis , 1998, Grundlehren der mathematischen Wissenschaften.

[6]  F. Facchinei,et al.  Finite-Dimensional Variational Inequalities and Complementarity Problems , 2003 .

[7]  Nguyen Mau Nam,et al.  Coderivatives of normal cone mappings and Lipschitzian stability of parametric variational inequalities , 2010 .

[8]  C. Zheng,et al.  ; 0 ; , 1951 .

[9]  Boris S. Mordukhovich,et al.  Variational Analysis in Semi-Infinite and Infinite Programming, I: Stability of Linear Inequality Systems of Feasible Solutions , 2009, SIAM J. Optim..

[10]  Michael I. Taksar,et al.  Infinite-Dimensional Linear Programming Approach to SingularStochastic Control , 1997 .

[11]  O. Hernández-Lerma,et al.  Discounted Cost Markov Decision Processes on Borel Spaces: The Linear Programming Formulation , 1994 .

[12]  O. Hernández-Lerma,et al.  THE LINEAR PROGRAMMING APPROACH TO DETERMINISTIC OPTIMAL CONTROL PROBLEMS , 1996 .

[13]  R. Tyrrell Rockafellar,et al.  Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets , 1996, SIAM J. Optim..

[14]  Stephen M. Robinson,et al.  Strongly Regular Generalized Equations , 1980, Math. Oper. Res..

[15]  René Henrion,et al.  On M-stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling , 2007 .

[16]  S. M. Robinson Generalized equations and their solutions, Part I: Basic theory , 1979 .

[17]  B. Mordukhovich Variational Analysis and Generalized Differentiation II: Applications , 2006 .

[18]  F. Giannessi Variational Analysis and Generalized Differentiation , 2006 .

[19]  J. Borwein,et al.  Techniques of variational analysis , 2005 .

[20]  M. A. López-Cerdá,et al.  Linear Semi-Infinite Optimization , 1998 .

[21]  G. G. Stokes "J." , 1890, The New Yale Book of Quotations.

[22]  J. Frédéric Bonnans,et al.  Perturbation Analysis of Optimization Problems , 2000, Springer Series in Operations Research.

[23]  Boris S. Mordukhovich,et al.  Variational Analysis in Semi-Infinite and Infinite Programming, II: Necessary Optimality Conditions , 2010, SIAM J. Optim..

[24]  R. Henrion,et al.  On the co-derivative of normal cone mappings to inequality systems ☆ , 2009 .

[25]  O. Hernández-Lerma,et al.  Linear Programming and Average Optimality of Markov Control Processes on Borel Spaces---Unbounded Costs , 1994 .

[26]  Boris S. Mordukhovich,et al.  Second-Order Analysis of Polyhedral Systems in Finite and Infinite Dimensions with Applications to Robust Stability of Variational Inequalities , 2010, SIAM J. Optim..

[27]  Jiří V. Outrata,et al.  Mathematical Programs with Equilibrium Constraints: Theory and Numerical Methods , 2006 .