Ebrahim Sarabi

Variational analysis and full stability of optimal solutions to constrained and minimax problems

  • Boris S. Mordukhovich
  • Ebrahim Sarabi
    • Categories Convex and Nonsmooth Optimization

    The main goal of this paper is to develop applications of advanced tools of first-order and second-order variational analysis and generalized differentiation to the fundamental notion of full stability of local minimizers of general classes of constrained optimization and minimax problems. In particular, we derive second-order characterizations of full stability and investigate its relationships with … Read more

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

  • Boris S. Mordukhovich
  • Jiri V. Outrata
  • Ebrahim Sarabi
    • Categories Nonsmooth Optimization Tags , , , , , ,

    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

    CHARACTERIZATIONS OF FULL STABILITY IN CONSTRAINED OPTIMIZATION

  • Boris S. Mordukhovich
  • Tyrrell Rockafellar
  • Ebrahim Sarabi
    • Categories Nonsmooth Optimization, Robust Optimization Tags , , , , , ,

    This paper is mainly devoted to the study of the so-called full Lipschitzian stability of local solutions to finite-dimensional parameterized problems of constrained optimization, which has been well recognized as a very important property from both viewpoints of optimization theory and its applications. Based on second- order generalized differential tools of variational analysis, we obtain … Read more