error bound

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

  • Guoyin Li
  • Boris S. Mordukhovich
  • Tiên-So'n Pham
    • Categories Convex and Nonsmooth Optimization Tags , , , , , ,

    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

    Some criteria for error bounds in set optimization

  • Xuan Duc Ha Truong
    • Categories Multi-Criteria Optimization, Nonsmooth Optimization Tags , , , , , , , , ,

    We obtain sufficient and/or necessary conditions for global/local error bounds for the distances to some sets appeared in set optimization studied with both the set approach and vector approach (sublevel sets, constraint sets, sets of {\it all } Pareto efficient/ Henig proper efficient/super efficient solutions, sets of solutions {\it corresponding to one} Pareto efficient/Henig proper … Read more

    Holder Metric Subregularity with Applications to Proximal Point Method

  • Guoyin Li
  • Boris S. Mordukhovich
    • Categories Nonsmooth Optimization Tags , , , ,

    This paper is mainly devoted to the study and applications of H\”older metric subregularity (or metric $q$-subregularity of order $q\in(0,1]$) for general set-valued mappings between infinite-dimensional spaces. Employing advanced techniques of variational analysis and generalized differentiation, we derive neighborhood and pointbased sufficient conditions as well as necessary conditions for $q$-metric subregularity with evaluating the exact … Read more

    Slopes of multifunctions and extensions of metric regularity

  • Van Ngai Huynh
  • Alexander Y. Kruger
  • Michel Thera
    • Categories Nonsmooth Optimization Tags , , , ,

    This article aims to demonstrate how the definitions of slopes can be extended to multi-valued mappings between metric spaces and applied for characterizing metric regularity. Several kinds of local and nonlocal slopes are defined and several metric regularity properties for set-valued mappings between metric spaces are investigated. CitationPublished in Vietnam Journal of Mathematics 40:2&3(2012) 355-369. … Read more

    Error bounds for vector-valued functions on metric spaces

  • Ewa M. Bednarczuk
  • Alexander Y. Kruger
    • Categories Multi-Criteria Optimization, Nonsmooth Optimization Tags , , ,

    In this paper, we attempt to extend the definition and existing local error bound criteria to vector-valued functions, or more generally, to functions taking values in a normed linear space. Some new primal space derivative-like objects — slopes — are introduced and a classification scheme of error bound criteria is presented. CitationPublished in Vietnam Journal … Read more

    Global Error bounds for systems of convex polynomials over polyhedral constraints

  • Huynh Van Ngai
    • Categories Nonlinear Optimization Tags , ,

    This paper is devoted to study the Lipschitzian/Holderian type global error bound for systems of many finitely convex polynomial inequalities over a polyhedral constraint. Firstly, for systems of this type, we show that under a suitable asymtotic qualification condition, the Lipschitzian type global error bound property is equivalent to the Abadie qualification condition, in particular, … Read more

    On smooth relaxations of obstacle sets

  • Oliver Stein
  • Paul Steuermann
    • Categories Constrained Nonlinear Optimization, Convex Optimization Tags , , , , ,

    We present and discuss a method to relax sets described by finitely many smooth convex inequality constraints by the level set of a single smooth convex inequality constraint. Based on error bounds and Lipschitz continuity, special attention is paid to the maximal approximation error and a guaranteed safety margin. Our results allow to safely avoid … Read more

    Two new weak constraint qualifications and applications

  • Roberto Andreani
  • Gabriel Haeser
  • Paulo J. S. Silva
  • María Laura Schuverdt
    • Categories Constrained Nonlinear Optimization Tags , , ,

    We present two new constraint qualifications (CQ) that are weaker than the recently introduced Relaxed Constant Positive Linear Depen- dence (RCPLD) constraint qualification. RCPLD is based on the assump- tion that many subsets of the gradients of the active constraints preserve positive linear dependence locally. A major open question was to identify the exact set … Read more

    Error bounds for vector-valued functions: necessary and sufficient conditions

  • Ewa M. Bednarczuk
  • Alexander Y. Kruger
    • Categories Nonsmooth Optimization Tags , , ,

    In this paper, we attempt to extend the definition and existing local error bound criteria to vector-valued functions, or more generally, to functions taking values in a normed linear space. Some new derivative-like objects (slopes and subdifferentials) are introduced and a general classification scheme of error bound criteria is presented. CitationPublished in Nonlinear Analysis. Theory, … Read more

    Generalized Decision Rule Approximations for Stochastic Programming via Liftings

  • Angelos Georghiou
  • Daniel Kuhn
  • Wolfram Wiesemann
    • Categories Robust Optimization Tags , , ,

    Stochastic programming provides a versatile framework for decision-making under uncertainty, but the resulting optimization problems can be computationally demanding. It has recently been shown that, primal and dual linear decision rule approximations can yield tractable upper and lower bounds on the optimal value of a stochastic program. Unfortunately, linear decision rules often provide crude approximations … Read more