Skip to main content
Log in

Lipschitz behavior of solutions to nonconvex semi-infinite vector optimization problems

  • Published:
Journal of Global Optimization Aims and scope Submit manuscript

Abstract

This paper is devoted to developing new applications from the limiting subdifferential in nonsmooth optimization and variational analysis to the study of the Lipschitz behavior of the Pareto solution maps in parametric nonconvex semi-infinite vector optimization problems (SIVO for brevity). We establish sufficient conditions for the Aubin Lipschitz-like property of the Pareto solution maps of SIVO under perturbations of both the objective function and constraints.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bonnans J.F., Shapiro A.: Perturbation Analysis of Optimization Problems. Springer, New York (2000)

    Google Scholar 

  2. Cánovas M.J., Klatte D., López M.A., Parra J.: Metric regularity in convex semi-infinite optimization under canonical perturbations. SIAM J. Optim. 18(3), 717–732 (2007)

    Article  Google Scholar 

  3. Cánovas M.J., Hantoute A., López M.A., Parra J.: Stability of indices in the KKT conditions and metric regularity in convex semi-infinite optimization. J. Optim. Theory Appl. 139(3), 485–500 (2008)

    Article  Google Scholar 

  4. Chen C.R., Li S.J., Zeng J., Li X.B.: Error analysis of approximate solutions to parametric vector quasiequilibrium problems. Optim. Lett. 5(1), 85–98 (2011)

    Article  Google Scholar 

  5. Chinchuluun, A., Pardalos, P.M., Migdalas, A., Pitsoulis, L. (eds): Pareto Optimality, Game Theory and Equilibria. Springer Optimization and Its Applications, vol. 17. Springer, Berlin (2008)

  6. Chuong T.D., Huy N.Q., Yao J.-C.: Stability of semi-infinite vector optimization problems under functional perturbations. J. Global Optim. 45(4), 583–595 (2009)

    Article  Google Scholar 

  7. Chuong T.D., Huy N.Q., Yao J.-C.: Pseudo-Lipschitz property of linear semi-infinite vector optimization problems. Eur. J. Oper. Res. 200(3), 639–644 (2010)

    Article  Google Scholar 

  8. Chuong T.D., Yao J.-C.: Sufficient conditions for pseudo-Lipschitz property in convex semi-infinite vector optimization problems. Nonlinear Anal. 71, 6312–6322 (2009)

    Article  Google Scholar 

  9. Clarke, F.H.: Optimization and nonsmooth analysis, Second edition. Classics in Applied Mathematics, 5. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, PA (1990)

  10. Giorgi G., Guerraggio A., Thierfelder J.: Mathematics of Optimization: Smooth and Nonsmooth Case. Elsevier Science B.V., Amsterdam (2004)

    Google Scholar 

  11. Goberna M.A., López M.A.: Linear Semi-Infinite Optimization. Wiley, Chichester, UK (1998)

    Google Scholar 

  12. Hantoute A., López M.A.: A complete characterization of the subdifferential set of the supremum of an arbitrary family of convex functions. J. Convex Anal. 15(4), 831–858 (2008)

    Google Scholar 

  13. Hiriart-Urruty J.-B., Lemaréchal C.: Convex Analysis and Minimization Algorithms I. Springer, Berlin (1993)

    Google Scholar 

  14. Huy N.Q., Kim D.S.: Stability and augmented Lagrangian duality in nonconvex semi-infinite programming. Nonlinear Anal. 75, 163–176 (2012)

    Article  Google Scholar 

  15. Huy N.Q., Yao J.-C.: Lipschitz stability in semi-infinite optimization under convex function perturbations. J. Optim. Theory Appl. 148(2), 237–256 (2011)

    Article  Google Scholar 

  16. Huy, N.Q., Giang, N.D., Yao, J.-C.: Subdifferential of optimal value functions in nonlinear infinite programming. Appl. Math. Optim. doi:10.1007/s00245-011-9152-y

  17. Huy, N.Q., Wong, M.M., Yao, J.-C.: Necessary condition and stability in nonlinear semi-infinite optimization. J. Nonlinear Convex Anal. (to appear)

  18. Janin R., Gauvin J.: Lipschitz-type stability in nonsmooth convex programs. SIAM J. Control Optim. 38(1), 124–137 (1999)

    Article  Google Scholar 

  19. Jourani A.: Weak regularity of functions and sets in Asplund spaces. Nonlinear Anal. 65(3), 660–676 (2006)

    Article  Google Scholar 

  20. López M.A., Volle M.: A formula for the set of optimal solutions of a relaxed minimization problem. Applications to subdifferential calculus. J. Convex Anal. 17(3–4), 1057–1075 (2010)

    Google Scholar 

  21. López M.A., Volle M.: On the subdifferential of the supremum of an arbitrary family of extended real-valued functions. Rev. R. Acad. Cienc. Exactas Fís. Nat. Ser. A Math. RASCAM 105(1), 3–21 (2011)

    Article  Google Scholar 

  22. Luc D.T.: Theory of Vector Optimization Lecture Notes in Economics and Mathematical Systems, vol 319. Springer, Berlin (1989)

    Google Scholar 

  23. Mordukhovich B.S., Shao Y.: Stability of set-valued mappings in infinite dimensions: point criteria and applications. SIAM J. Control Optim. 35(1), 285–314 (1997)

    Article  Google Scholar 

  24. Mordukhovich B.S.: Variational Analysis and Generalized Differentiation, I: Basic Theory. Springer, Berlin (2006)

    Google Scholar 

  25. Noor M.A.: On a system of general mixed variational inequalities. Optim. Lett. 3(3), 437–451 (2009)

    Article  Google Scholar 

  26. Peleg B.: Topological properties of the efficient point set. Proc. Am. Math. Soc. 35, 531–536 (1972)

    Article  Google Scholar 

  27. Reemtsen, R., Rückmann, J.-J. (eds): Semi-infinite programming. Nonconvex Optimization and its Applications, vol. 25. Kluwer, Boston (1998)

  28. Rockafellar R.T.: Convex analysis Princeton. Mathematical Series, No 28. Princeton University Press, Princeton (1970)

    Google Scholar 

  29. Rockafellar R.T., Wets R.J.-B.: Variational Analysis. Springer, Berlin (1998)

    Book  Google Scholar 

  30. Shapiro A.: On the asymptotics of constrained local M-estimators. Ann. Stat. 28(3), 948–960 (2000)

    Article  Google Scholar 

  31. Son T.Q., Strodiot J.J., Nguyen V.H.: ε-optimality and ε-Lagrangian duality for a nonconvex programming problem with an infinite number of constraints. J. Optim. Theory Appl. 141, 389–409 (2009)

    Article  Google Scholar 

  32. Todorov M.I.: Kuratowski convergence of the efficient sets in the parametric linear vector semi-infinite optimization. Eur. J. Oper. Res. 94, 610–617 (1996)

    Article  Google Scholar 

  33. Xiang S.W., Zhou Y.H.: Continuity properties of solutions of vector optimization. Nonlinear Anal. 64, 2496–2506 (2006)

    Article  Google Scholar 

  34. Yen N.D.: Stability of the solution set of perturbed nonsmooth inequality systems and application. J. Optim. Theory Appl. 93, 199–225 (1997)

    Article  Google Scholar 

  35. Zheng X.Y., Yang X.: Lagrange multipliers in nonsmooth semi-infinite optimization problems. Math. Oper. Res. 32(1), 168–181 (2007)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to D. S. Kim.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Huy, N.Q., Kim, D.S. Lipschitz behavior of solutions to nonconvex semi-infinite vector optimization problems. J Glob Optim 56, 431–448 (2013). https://doi.org/10.1007/s10898-011-9829-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10898-011-9829-4

Keywords

Mathematics Subject Classification (2010)

Navigation