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Optimization methods and stability of inclusions in Banach spaces.

Authors :
Klatte, Diethard
Kummer, Bernd
Source :
Mathematical Programming. Mar2009, Vol. 117 Issue 1/2, p305-330. 26p.
Publication Year :
2009

Abstract

Our paper deals with the interrelation of optimization methods and Lipschitz stability of multifunctions in arbitrary Banach spaces. Roughly speaking, we show that linear convergence of several first order methods and Lipschitz stability mean the same. Particularly, we characterize calmness and the Aubin property by uniformly (with respect to certain starting points) linear convergence of descent methods and approximate projection methods. So we obtain, e.g., solution methods (for solving equations or variational problems) which require calmness only. The relations of these methods to several known basic algorithms are discussed, and errors in the subroutines as well as deformations of the given mappings are permitted. We also recall how such deformations are related to standard algorithms like barrier, penalty or regularization methods in optimization. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00255610
Volume :
117
Issue :
1/2
Database :
Academic Search Index
Journal :
Mathematical Programming
Publication Type :
Academic Journal
Accession number :
32960991
Full Text :
https://doi.org/10.1007/s10107-007-0174-9