Several primal and dual characterizations of regularity properties of collections of sets in normed linear spaces are discussed. Relationships between regularity properties of collections of sets and those of set-valued mappings are provided. Citation JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (2015) 164:41–67 Article Download View Quantitative Characterizations of Regularity Properties of Collections of Sets
We show that quadratic growth of a semi-algebraic function is equivalent to strong metric subregularity of the subdifferential — a kind of stability of generalized critical points. In contrast, this equivalence can easily fail outside of the semi-algebraic setting. Citation 13 pages, September, 2013 Article Download View Quadratic growth and critical point stability of semi-algebraic … Read more
In this paper we study decomposition methods based on separable approximations for minimizing the augmented Lagrangian. In particular, we study and compare the Diagonal Quadratic Approximation Method (DQAM) of Mulvey and Ruszczy\'{n}ski and the Parallel Coordinate Descent Method (PCDM) of Richt\'{a}rik and Tak\'{a}\v{c}. We show that the two methods are equivalent for feasibility problems up … Read more
In this paper we consider the problem of minimizing a convex function using a randomized block coordinate descent method. One of the key steps at each iteration of the algorithm is determining the update to a block of variables. Existing algorithms assume that in order to compute the update, a particular subproblem is solved exactly. … Read more
The restricted isometry constants (RICs) play an important role in exact recovery theory of sparse signals via l_q(0
We propose a direct splitting method for solving nonsmooth variational inequality problems in Hilbert spaces. The weak convergence is established, when the operator is the sum of two point-to-set and monotone operators. The proposed method is a natural extension of the incremental subgradient method for nondifferentiable optimization, which explores strongly the structure of the operator … Read more
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
This article studies continuity and directional differentiability properties of optimal value functions, in particular at boundary points of their domain. We extend and complement standard continuity results from W.W. Hogan, Point-to-set maps in mathematical programming, SIAM Review, Vol. 15 (1973), 591-603, for abstract feasible set mappings under complete convexity as well as standard differentiability results … Read more
For a long time, the bilevel programming problem has essentially been considered as a special case of mathematical programs with equilibrium constraints (MPECs), in particular when the so-called KKT reformulation is in question. Recently though, this widespread believe was shown to be false in general. In this paper, other aspects of the difference between both … Read more
We propose restricted memory level bundle methods for minimizing constrained convex nonsmooth optimization problems whose objective and constraint functions are known through oracles (black-boxes) that might provide inexact information. Our approach is general and covers many instances of inexact oracles, such as upper, lower and on-demand oracles. We show that the proposed level bundle methods … Read more