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Aubin property and uniqueness of solutions in cone constrained optimization

Klatte, Diethard ; Kummer, Bernd

In: Mathematical Methods of Operations Research, 2013, vol. 77, no. 3, p. 291-304

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    Titre
    • Aubin property and uniqueness of solutions in cone constrained optimization
    Auteur
    • Klatte, Diethard. Institut für Betriebswirtschaftslehre, Professur Mathematik für Ökonomen, Universität Zürich, Moussonstr. 15, 8044, Zurich, Switzerland
    • Kummer, Bernd. Institut für Mathematik, Humboldt-Universität zu Berlin, Unter den Linden 6, 10099, Berlin, Germany
    Type de document
    • Postprint
    Langue
    • Anglais
    Publié dans
    • Mathematical Methods of Operations Research, 2013, vol. 77, no. 3, p. 291-304. Springer Berlin Heidelberg
    Autre version électronique
    Identifiant OAI-PMH
    • oai:doc.rero.ch:320385
    Summary
    We discuss conditions for the Aubin property of solutions to perturbed cone constrained programs, by using and refining results given in Klatte and Kummer (Nonsmooth equations in optimization. Kluwer, Dordrecht, 2002). In particular, we show that constraint nondegeneracy and hence uniqueness of the multiplier is necessary for the Aubin property of the critical point map. Moreover, we give conditions under which the critical point map has the Aubin property if and only if it is locally single-valued and Lipschitz