Variational Analysis of Circular Cone Programs

This paper conducts variational analysis of circular programs, which form a new class of optimization problems in nonsymmetric conic programming important for optimization theory and its applications. First we derive explicit formulas in terms of the initial problem data to calculate various generalized derivatives/coderivatives of the projection operator associated with the circular cone. Then we … Read more

Variational analysis in psychological modeling

This paper develops some mathematical models arising in psychology and some other areas of behavioral sciences that are formalized via general preferences with variable ordering structures. Our considerations are based on the recent “variational rationality approach” that unifies numerous theories in different branches of behavioral sciences by using, in particular, worthwhile change and stay dynamics … Read more

Second-order Characterizations of Tilt Stability with Applications to Nonlinear Programming

The paper is devoted to the study of tilt-stable local minimizers of general optimization problems in finite-dimensional spaces and its applications to classical nonlinear programs with twice continuously differentiable data. The importance of tilt stability has been well recognized from both theoretical and numerical aspects of optimization, and this notion has been extensively studied in … Read more

Full Stability in Finite-Dimensional Optimization

The paper is devoted to full stability of optimal solutions in general settings of finite-dimensional optimization with applications to particular models of constrained optimization problems including those of conic and specifically semidefinite programming. Developing a new technique of variational analysis and generalized differentiation, we derive second-order characterizations of full stability, in both Lipschitzian and H\”olderian … Read more

Full stability of locally optimal solutions in second-order cone programming

The paper presents complete characterizations of Lipschitzian full stability of locally optimal solutions to problems of second-order cone programming (SOCP) expressed entirely in terms of their initial data. These characterizations are obtained via appropriate versions of the quadratic growth and strong second-order sucient conditions under the corresponding constraint quali cations. We also establish close relationships between … Read more

Second-order growth, tilt stability, and metric regularity of the subdifferential

This paper sheds new light on several interrelated topics of second-order variational analysis, both in finite and infinite-dimensional settings. We establish new relationships between second-order growth conditions on functions, the basic properties of metric regularity and subregularity of the limiting subdifferential, tilt-stability of local minimizers, and positive definiteness/semidefiniteness properties of the second-order subdifferential (or generalized … Read more

New Fractional Error Bounds for Nonconvex Polynomial Systems with Applications to Holderian Stability in Optimization and Spectral Theory of Tensors

In this paper we derive new fractional error bounds for nonconvex polynomial systems with exponents explicitly determined by the dimension of the underlying space and the number/degree of the involved polynomials. The results obtained do not require any regularity assumptions and resolve, in particular, some open questions posed in the literature. The developed techniques are … Read more

Second-Order Variational Analysis in Conic Programming with Applications to Optimality and Stability

This paper is devoted to the study of a broad class of problems in conic programming modeled via parameter-dependent generalized equations. In this framework we develop a second-order generalized di erential approach of variational analysis to calculate appropriate derivatives and coderivatives of the corresponding solution maps. These developments allow us to resolve some important issues related … Read more

Partial Second-Order Subdifferentials in Variational Analysis and Optimization

This paper presents a systematic study of partial second-order subdifferentials for extended-real-valued functions, which have already been applied to important issues of variational analysis and constrained optimization in finite-dimensional spaces. The main results concern developing extended calculus rules for these second-order constructions in both finite-dimensional and infinite-dimensional frameworks. We also provide new applications of partial … Read more

Second-order variational analysis and characterizations of tilt-stable optimal solutions in finite and infinite dimensions

The paper is devoted to developing second-order tools of variational analysis and their applications to characterizing tilt-stable local minimizers of constrained optimization problems in finite-dimensional and infinite-dimensional spaces. The importance of tilt stability has been well recognized from both theoretical and numerical aspects of optimization. Based on second-order generalized differentiation, we obtain qualitative and quantitative … Read more