Skip to main content
Log in

On Calmness of the Argmin Mapping in Parametric Optimization Problems

  • Published:
Journal of Optimization Theory and Applications Aims and scope Submit manuscript

Abstract

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.

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. Cánovas, M.J., Hantoute, A., Parra, J., Toledo, F.J.: Calmness of the argmin mapping in linear semi-infinite optimization. J. Optim. Theory Appl. 160, 111–126 (2014)

    Article  MATH  MathSciNet  Google Scholar 

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

    Book  MATH  Google Scholar 

  3. Klatte, D., Kummer, B.: Nonsmooth Equations in Optimization—Regularity, Calculus, Methods and Applications. Kluwer Academic Publ., Dordrecht (2002)

    MATH  Google Scholar 

  4. Henrion, R., Outrata, J.: Calmness of constraint systems with applications. Math. Program. B 104, 437–464 (2005)

    Article  MATH  MathSciNet  Google Scholar 

  5. Ioffe, A.D., Outrata, J.: On metric and calmness qualification conditions in subdifferential calculus. Set Valued Anal. 16, 199–227 (2008)

    Article  MATH  MathSciNet  Google Scholar 

  6. Dontchev, A.L., Rockafellar, R.T.: Implicit Functions and Solution Mappings. Springer, New York (2009)

    Book  MATH  Google Scholar 

  7. Gfrerer, H.: First order and second order characterizations of metric subregularity and calmness of constraint set mappings. SIAM J. Optim. 21, 1439–1474 (2011)

    Article  MATH  MathSciNet  Google Scholar 

  8. Robinson, S.M.: Some continuity properties of polyhedral multifunctions. Math. Program. Study 14, 206–214 (1981)

    Article  MATH  Google Scholar 

  9. Li, W.: Abadie’s constraint qualification, metric regularity, and error bounds for differentiable convex inequalities. SIAM J. Optim. 7, 966–978 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  10. Pang, J.S.: Error bounds in mathematical programming. Math. Program. 79, 299–332 (1997)

    MATH  Google Scholar 

  11. Klatte, D., Kummer, B.: Optimization methods and stability of inclusions in Banach spaces. Math. Program. B 117, 305–330 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  12. Kummer, B.: Inclusions in general spaces: Hoelder stability, solution schemes and Ekeland’s principle. J. Math. Anal. Appl. 358, 327–344 (2009)

    Article  MATH  MathSciNet  Google Scholar 

  13. Azé, D., Corvellec, J.-N.: Characterizations of error bounds for lower semicontinuous functions on metric spaces. ESIAM Control Optim. Calc. Var. 10, 409–425 (2004)

    Article  MATH  Google Scholar 

  14. Klatte, D., Kummer, B.: Constrained minima and Lipschitzian penalties in metric spaces. SIAM J. Optim. 13, 619–633 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  15. Alt, W.: Lipschitzian perturbations of infinite optimization problems. In: Fiacco, A.V. (ed.) Mathematical Programming with Data Perturbations, pp. 7–21. M. Dekker, New York (1983)

    Google Scholar 

  16. Klatte, D.: On the Stability of Local and Global Optimal Solutions in Parametric Problems of Nonlinear Programming, Part I and II. Seminarbericht Nr. 75, Sektion Mathematik, Humboldt-Universität Berlin (1985)

  17. Robinson, S.M.: Stability theorems for systems of inequalities. Part II: differentiable nonlinear systems. SIAM J. Numer. Anal. 13, 497–513 (1976)

    Article  MATH  MathSciNet  Google Scholar 

  18. Klatte, D., Li, W.: Asymptotic constraint qualifications and global error bounds for convex inequalities. Math. Program. 84, 137–160 (1999)

    MATH  MathSciNet  Google Scholar 

  19. Klatte, D., Kruger, A., Kummer, B.: From convergence principles to stability and optimality conditions. J. Convex Anal. 19, 1043–1072 (2012)

    MATH  MathSciNet  Google Scholar 

  20. Robinson, S.M.: Regularity and stability for convex multivalued functions. Math. Oper. Res. 1, 130–143 (1976)

    Article  MATH  MathSciNet  Google Scholar 

  21. Cánovas, M.J., Dontchev, A.L., López, M.A., Parra, J.: Metric regularity of semi-infinite constraint systems. Math. Program. B 104, 329–346 (2005)

    Article  MATH  Google Scholar 

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

    Article  MATH  MathSciNet  Google Scholar 

Download references

Acknowledgments

The authors would like to thank the two referees and the associate editor for their constructive comments.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Diethard Klatte.

Additional information

Communicated by Juan Parra.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Klatte, D., Kummer, B. On Calmness of the Argmin Mapping in Parametric Optimization Problems. J Optim Theory Appl 165, 708–719 (2015). https://doi.org/10.1007/s10957-014-0643-2

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10957-014-0643-2

Keywords

Mathematics Subject Classification

Navigation