集合的近正则性的保持及其在约束优化中的应用

Preservation of Prox-Regularity of Sets with Applications to Constrained Optimization

SIAM Journal on Optimization · 2016
被引 47
ABS 3

中文导读

本文通过反例说明近正则函数的子水平集和具有Lipschitz导数的可微映射的水平集可能不满足近正则性,然后在通常可验证的约束条件下证明了这些集合的一致近正则性,并应用于约束优化问题。

Abstract

In this paper, we first provide counterexamples showing that sublevels of prox-regular functions and levels of differentiable mappings with Lipschitz derivatives may fail to be prox-regular. Then, we prove the uniform prox-regularity of such sets under usual verifiable qualification conditions. The preservation of uniform prox-regularity of intersection and inverse image under usual qualification conditions is also established. Applications to constrained optimization problems are given.

数学优化约束优化集合分析近正则性