On Calmness of the Argmin Mapping in Parametric Optimization Problems

Recently, Cánovas et al. presented an interesting result: the argmin mapping of a linear semi-infinite program under canonical perturbations is calm if and only if some associated linear semi-infinite inequality system is calm. Using classical tools from parametric optimization, we show that the if-direction of this condition holds in a much more general framework of optimization models, while the opposite direction may fail in the general case. In applications to special classes of problems, we apply a more recent result on the intersection of calm multifunctions.

[1]  Wu Li,et al.  Asymptotic constraint qualifications and global error bounds for convex inequalities , 1999, Math. Program..

[2]  Alexander Y. Kruger,et al.  From convergence principles to stability and optimality conditions , 2012 .

[3]  Diethard Klatte,et al.  Nonsmooth Equations in Optimization: "Regularity, Calculus, Methods And Applications" , 2006 .

[4]  René Henrion,et al.  Calmness of constraint systems with applications , 2005, Math. Program..

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

[6]  Wu Li,et al.  Abadie's Constraint Qualification, Metric Regularity, and Error Bounds for Differentiable Convex Inequalities , 1997, SIAM J. Optim..

[7]  Helmut Gfrerer,et al.  First Order and Second Order Characterizations of Metric Subregularity and Calmness of Constraint Set Mappings , 2011, SIAM J. Optim..

[8]  Diethard Klatte,et al.  Constrained Minima and Lipschitzian Penalties in Metric Spaces , 2002, SIAM J. Optim..

[9]  Diethard Klatte,et al.  Optimization methods and stability of inclusions in Banach spaces , 2008, Math. Program..

[10]  S. M. Robinson Some continuity properties of polyhedral multifunctions , 1981 .

[11]  R. Rockafellar,et al.  Implicit Functions and Solution Mappings , 2009 .

[12]  F. Javier Toledo-Moreo,et al.  Calmness of the Argmin Mapping in Linear Semi-Infinite Optimization , 2014, J. Optim. Theory Appl..

[13]  Alexander D. Ioffe,et al.  On Metric and Calmness Qualification Conditions in Subdifferential Calculus , 2008 .

[14]  Bernd Kummer,et al.  Inclusions in general spaces: Hoelder stability, solution schemes and Ekeland's principle , 2009 .

[15]  S. M. Robinson Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems , 1976 .

[16]  Jong-Shi Pang,et al.  Error bounds in mathematical programming , 1997, Math. Program..

[17]  D. Klatte Book review: Implicit Functions and Solution Mappings:A View from Variational Analysis. Second Edition. By A. L. Dontchev and R. T. Rockafellar. Springer, New York, 2014 , 2015 .

[18]  Marco A. López,et al.  Metric Regularity in Convex Semi-Infinite Optimization under Canonical Perturbations , 2007, SIAM J. Optim..

[19]  Marco A. López,et al.  Metric regularity of semi-infinite constraint systems , 2005, Math. Program..

[20]  Jean-Noël Corvellec,et al.  Characterizations of error bounds for lower semicontinuous functions on metric spaces , 2004 .

[21]  Stephen M. Robinson,et al.  Regularity and Stability for Convex Multivalued Functions , 1976, Math. Oper. Res..