We show in a rather general setting that Hoelder and Lipschitz stability properties of solutions to variational problems can be characterized by convergence of more or less abstract iteration schemes. Depending on the principle of convergence, new and intrinsic stability conditions can be derived. Our most abstract models are (multi-) functions on complete metric spaces. The relevance of this approach is illustrated by deriving both classical and new results on existence and optimality conditions, stability of feasible and solution sets and convergence behavior of solution procedures.

Contact details are reproduced from the original publication and may be historical.

Diethard Klatte

Institut für Operations Research, Universität Zürich, Moussonstrasse 15, 8044 Zürich, Switzerland

klatte@ior.uzh.ch

Alexander Kruger

Centre for Informatics and Applied Optimization, University of Ballarat, POB 663, Ballarat, Vic. 3350, Australia

a.kruger@ballarat.edu.au

Bernd Kummer

Institut für Mathematik, Humboldt-Universität, Unter den Linden 6, 10099 Berlin, Germany

kummer@math.hu-berlin.de
  1. J.-P. Aubin, I. Ekeland: Applied Nonlinear Analysis, Wiley, New York (1984).Google Scholar
  2. J. F. Bonnans, A. Shapiro: Perturbation Analysis of Optimization Problems, Springer, New York (2000).https://doi.org/10.1007/978-1-4612-1394-9Google Scholar
  3. F. H. Clarke: Optimization and Nonsmooth Analysis, Wiley, New York (1983).Google Scholar
  4. R. Cominetti: Metric regularity, tangent sets and second-order optimality conditions, Appl. Math. Optimization 21 (1990) 265–287.https://doi.org/10.1007/BF01445166Google Scholar
  5. S. Dempe: Foundations of Bilevel Programming, Kluwer, Dordrecht (2002).Google Scholar
  6. A. V. Dmitruk, A. Kruger: Metric regularity and systems of generalized equations, J. Math. Anal. Appl. 342 (2008) 864–873.https://doi.org/10.1016/j.jmaa.2007.12.057Google Scholar
  7. A. Dontchev, W. W. Hager: An inverse mapping theorem for set-valued maps, Proc. Amer. Math. Soc. 121 (1994) 481–489.https://doi.org/10.1090/S0002-9939-1994-1215027-7Google Scholar
  8. A. Dontchev, R. T. Rockafellar: Implicit Functions and Solution Mappings, Springer, New York (2009).https://doi.org/10.1007/978-0-387-87821-8Google Scholar
  9. I. Ekeland: On the variational principle, J. Math. Anal. Appl. 47 (1974) 324–353.https://doi.org/10.1016/0022-247X(74)90025-0Google Scholar
  10. M. J. Fabian, R. Henrion, A. Y. Kruger, J. V. Outrata: Error bounds: necessary and sufficient conditions, Set-Valued Var. Anal. 18 (2010) 121–149.https://doi.org/10.1007/s11228-010-0133-0Google Scholar
  11. F. Facchinei, J.-S. Pang: Finite-Dimensional Variational Inequalities and Complementarity Problems. Vol. I and Vol. II, Springer, New York (2003).https://doi.org/10.1007/b97544Google Scholar
  12. H. Frankowska: High-order inverse function theorems, Ann. Inst. H. Poincaré, Anal. Non Linéaire 6 (1989) 283–303.https://doi.org/10.1016/s0294-1449(17)30026-4Google Scholar
  13. L. M. Graves: Some mapping theorems, Duke Math. J. 17 (1950) 111–114.https://doi.org/10.1215/S0012-7094-50-01713-3Google Scholar
  14. J. Heerda, B. Kummer: Characterization of calmness for Banach space mappings, Preprint 06-26, Institute of Mathematics, Humboldt-University Berlin (2006).Google Scholar
  15. R. Henrion, J. Outrata: A subdifferential condition for calmness of multifunctions, J. Math. Anal. Appl. 258 (2001) 110–130.https://doi.org/10.1006/jmaa.2000.7363Google Scholar
  16. R. Henrion, J. Outrata: Calmness of constraint systems with applications, Math. Program., Ser. B 104 (2005) 437–464.https://doi.org/10.1007/s10107-005-0623-2Google Scholar
  17. A. D. Ioffe: Metric regularity and subdifferential calculus, Russ. Math. Surv. 55 (2000) 501–558.https://doi.org/10.1070/RM2000v055n03ABEH000292Google Scholar
  18. A. D. Ioffe: On regularity concepts in variational analysis, J. Fixed Point Theory Appl. 8 (2010) 339–363.https://doi.org/10.1007/s11784-010-0021-0Google Scholar
  19. A. D. Ioffe, J. Outrata: On metric and calmness qualification conditions in subdifferential calculus, Set-Valued Anal. 16 (2008) 199–227.https://doi.org/10.1007/s11228-008-0076-xGoogle Scholar
  20. D. Klatte, B. Kummer: Nonsmooth Equations in Optimization - Regularity, Calculus, Methods and Applications, Nonconvex Optimization and Its Applications 60, Kluwer, Dordrecht (2002).Google Scholar
  21. D. Klatte, B. Kummer: Stability of inclusions: characterizations via suitable Lipschitz functions and algorithms, Optimization 55 (2006) 627–660.https://doi.org/10.1080/02331930600819787Google Scholar
  22. D. Klatte, B. Kummer: Optimization methods and stability of inclusions in Banach spaces, Math. Program., Ser. B 117 (2009) 305–330.https://doi.org/10.1007/s10107-007-0174-9Google Scholar
  23. M. Kojima: Strongly stable stationary solutions in nonlinear programs, in: Analysis and Computation of Fixed Points (Madison, 1979), S. M. Robinson (ed.), Academic Press, New York (1980) 93–138.https://doi.org/10.1016/B978-0-12-590240-3.50009-4Google Scholar
  24. B. Kummer: Inclusions in general spaces: Hoelder stability, solution schemes and Ekeland’s principle, J. Math. Anal. Appl. 358 (2009) 327–344.https://doi.org/10.1016/j.jmaa.2009.04.060Google Scholar
  25. L. Lyusternik: Conditional extrema of functions, Mat. Sb. 41 (1934) 390–401.Google Scholar
  26. L. I. Minchenko: Multivalued analysis and differential properties of multivalued mappings and marginal functions, J. Math. Sci., New York 116 (2003) 3266–3302.https://doi.org/10.1023/A:1023669004408Google Scholar
  27. B. S. Mordukhovich: Variational Analysis and Generalized Differentiation. Vol. I: Basic Theory, Vol. II: Applications, Springer, Berlin (2005).Google Scholar
  28. S. M. Robinson: Strongly regular generalized equations, Math. Oper. Res. 5 (1980) 43–62.https://doi.org/10.1287/moor.5.1.43Google Scholar
  29. S. M. Robinson: Constraint nondegeneracy in variational analysis, Math. Oper. Res. 28 (2003) 201–232.https://doi.org/10.1287/moor.28.2.201.14480Google Scholar
  30. R. T. Rockafellar, R. J.-B. Wets: Variational Analysis, Springer, Berlin (1998).https://doi.org/10.1007/978-3-642-02431-3Google Scholar

D. Klatte, A. Kruger, B. Kummer. “From Convergence Principles to Stability and Optimality Conditions.” Journal of Convex Analysis 19 (2012), No. 4, 1043–1072. https://doi.org/10.68381/jca19056