Skip to main content
Log in

Conditioning convex and nonconvex problems

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

Abstract

Two ways of defining a well-conditioned minimization problem are introduced and related, with emphasis on the quantitative aspects. These concepts are used to study the behavior of the solution sets of minimization problems for functions with connected sublevel sets, generalizing results of Attouch-Wets in the convex case. Applications to continuity properties of subdifferentials and to projection mappings are pointed out.

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. Tikhonov, A., andArsénine, V.,Méthodes de Résolution de Problémes Mal Posés, MIR, Moscow, Russia, 1974 (French Translation, 1976).

    Google Scholar 

  2. Furi, M., andVignoli, A.,About Well-Posed Minimum Problems for Functionals in Metric Spaces, Journal of Optimization Theory and Applications, Vol. 5, pp. 225–229, 1970.

    Article  Google Scholar 

  3. Revalski, J. P.,Generic Well-Posedness in Some Classes of Optimization Problems, Acta Universitatea Carolinea, Vol. 28, pp. 117–125, 1987.

    Google Scholar 

  4. Bednarczuk, E., andPenot, J. P.,On the Positions of the Notions of Well-Posed Minimization Problems, Bollettino della Unione Matematica Italiana, Vol. 6B, pp. 665–683, 1992.

    Google Scholar 

  5. Bednarczuk, E., andPenot, J.-P.,Metrically Well-Set Minimization Problems, Applied Mathematics and Optimization, Vol. 26, pp. 273–285, 1992.

    Article  Google Scholar 

  6. Dontchev, A. L., andZolezzi, T.,Well-Posed Optimization Problems, Lecture Notes in Mathematics, Springer Verlag, Berlin, Germany, Vol. 1543, 1993.

    Google Scholar 

  7. Lemaire-Misonne, C.,Conditionnement de Problèmes: Application aux Statistiques, Preprint, University of Montpellier, 1985.

  8. Penot, J.-P., andVolle, M.,Inversion of Real-Valued Functions and Applications, ZOR-Methods and Models of Operations Research, Vol. 34, pp. 117–141, 1990.

    Article  Google Scholar 

  9. Penot, J.-P.,Metric Regularity, Openness, and Lipschitzian Behavior of Multifunctions, Journal of Nonlinear Analysis: Theory, Methods and Applications, Vol. 13, pp. 629–643, 1989.

    Google Scholar 

  10. Zang, I., andAvriel, M.,On Functions whose Local Minima are Global, Journal of Optimization Theory and Applications, Vol. 16, pp 183–190, 1975.

    Article  Google Scholar 

  11. Avriel, M., andZang, I.,Generalized Arcwise-Connected Functions and Characterizations of Local-Global Mininum Properties, Journal of Optimization Theory and Applications, Vol. 32, pp. 407–425, 1980.

    Article  Google Scholar 

  12. Volle, M.,Convergence en Niveaux et en Epigraphes, Comptes Rendus de l'Académie des Sciences de Paris, Série 1, Vol. 299, pp. 295–298, 1984.

    Google Scholar 

  13. Attouch, H., andWets, R. J. B.,Quantitative Stability of Variational Systems, Part 2: A Framework for Nonlinear Conditioning, SIAM Journal on Optimization, Vol. 3, 359–381, 1992.

    Article  Google Scholar 

  14. Federer, H.,Geometric Measure Theory, Springer Verlag, Berlin, Germany, 1969.

    Google Scholar 

  15. Michel, P., andPenot, J.-P.,A Generalized Derivative for Calm and Stable Functions, Differential and Integral Equations, Vol. 5, pp. 433–454, 1992.

    Google Scholar 

  16. Mosco, U.,Convergence of Convex Sets and Solutions of Variational Inequalities, Advances in Mathematics, Vol. 3, 510–585, 1969.

    Article  Google Scholar 

  17. Penot, J. P.,Preservation of Persistence and Stability under Intersections and Operations, Part 1: Persistence, Journal of Optimization Theory and applications, Vol. 79, pp. 525–551, 1993.

    Article  Google Scholar 

  18. Attouch, H., andWets, R. J.-B.,Quantitative Stability of Variational Systems, Part 1: The Epigraphical Distance, Transactions of the American Mathematical Society, Vol. 328, pp. 695–729, 1992.

    Google Scholar 

  19. Attouch, H., andWets, R. J.-B.,Quantitative Stability of Variational Systems: Part 3: ε-Approximate Solutions, Preprint, IIASA, Laxenburg, Austria, 1987.

    Google Scholar 

  20. Azé, D., andPenot, J.-P.,Operations on Convergent Families of Sets and Functions, Optimization, Vol. 21, pp. 521–534, 1990.

    Google Scholar 

  21. Attouch, H., Lucchetti, R., andWets, R. J.-B.,The Topology of the ϱ-Hausdorff Distance, Annali di Matematica Pura e Applicata, Serie 4, Vol. 160, pp. 303–320, 1991.

    Google Scholar 

  22. Beer, G.,Conjugate Convex Functions and the Epidistance Topology, Proceedings of the American Mathematical Society, Vol. 108, pp. 117–126, 1990.

    Google Scholar 

  23. Penot, J.-P.,The Cosmic Hausdorff Topology, the Bounded Hausdorff Topology and Continuity of Polarity, Proceedings of the American Mathematical Society, Vol. 113, pp. 275–285, 1991.

    Google Scholar 

  24. Penot, J.-P.,Topologies and Convergences on the Space of Convex Functions, Nonlinear Analysis: Theory, Methods, and Applications, Vol. 18, pp. 905–916, 1992.

    Google Scholar 

  25. Azé, D., andPenot, J.-P.,Qualitative Results about the Convergence of Convex Sets and Convex Functions, Optimization and Nonsmooth Analysis, Edited by A. D. Ioffe et al., Pitman Research Notes, Longman, Harlow, England, Vol. 244, pp. 1–25, 1992.

    Google Scholar 

  26. Attouch, H., andWets, R. J.-B.,Isometries for the Legendre-Fenchel Transform, Transactions of the American Mathematical Society, Vol. 296, pp. 33–60, 1986.

    Google Scholar 

  27. Attouch, H.,Variational Convergence for Functions and Operators, Pitman, Boston, Massachusetts, 1984.

    Google Scholar 

  28. Penot, J.-P., andVolle, M.,Topological Stability Results about Approximate Solutions of Parametrized Minimization Problems, Optimization, Vol. 22, pp. 855–868, 1991.

    Google Scholar 

  29. Rockafellar, R. T., andWets, R. J.-B.,Variational Systems: An Introduction, Multifunctions and Integrands, Edited by G. Salinetti, Lecture Notes in Mathematics, Springer Verlag, Berlin, Germany, Vol. 1091, pp. 112–129, 1984.

    Google Scholar 

  30. Penot, J. P.,Miscellaneous Incidences of Convergence Theories in Optimization and Nonlinear Analysis, Part 1: Behavior of Solutions, Set-Valued Analysis, Vol. 2, pp. 259–274, 1994.

    Article  Google Scholar 

  31. Zalinescu, C.,On Uniformly Convex Functions, Journal of Mathematical Analysis and Applications, Vol. 95, pp. 344–374, 1983.

    Article  Google Scholar 

  32. Azé, D., andPenot, J. P.,Uniformly Convex and Uniformly Smooth Convex Functions, Annales de la Faculté des Sciences Toulouse, Serie 6, Vol. 4, pp. 405–430, 1995.

    Google Scholar 

  33. Azé, D., andRahmouni, A.,Lipschitz Behavior of the Legendre-Fenchel Transform, Set-Valued Analysis, Vol. 2, pp. 35–48, 1994.

    Article  Google Scholar 

  34. Danes, J.,On Local and Global Moduli of Convexity, Commentationes Mathematicae Universitatis Carolinea, Vol. 18, pp. 393–400, 1977.

    Google Scholar 

  35. Lemaire, B.,Bonne Position, Conditionnement et Bon Comportement Asymptotique, Séminaire d'Analyse Convexe, Vol. 22, pp. 5.1–5.12, 1992.

    Google Scholar 

  36. Yen, N. D.,Hölder Continuity of Solutions to a Parametric Variational Inequality, Preprint, University of Pisa, 1992.

Download references

Author information

Authors and Affiliations

Authors

Additional information

Communicated by M. Avriel

We are grateful to M. Valadier for pointing out, during a lecture by the author in Montpellier in October 1990 presenting the main results of the present paper, that existence results in Section 2 of the present paper can be dissociated from estimates.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Penot, J.P. Conditioning convex and nonconvex problems. J Optim Theory Appl 90, 535–554 (1996). https://doi.org/10.1007/BF02189795

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02189795

Key Words

Navigation