Stability for trust-region methods via generalized differentiation

Nguyen Qui ()

Journal of Global Optimization, 2014, vol. 59, issue 1, 139-164

Abstract: We obtain necessary and sufficient conditions for local Lipschitz-like property and sufficient conditions for local metric regularity in Robinson’s sense of Karush–Kuhn–Tucker point set maps of trust-region subproblems in trust-region methods. The main tools being used in our investigation are dual criteria for fundamental properties of implicit multifunctions which are established on the basis of generalized differentiation of normal cone mappings. Copyright Springer Science+Business Media New York 2014

Keywords: Trust-region method; Trust-region subproblem; Local Lipschitz-like property; Local metric regularity; Perturbed Euclidean ball; Normal cone mapping; Coderivative; 49J53; 49J52; 49J40 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10898-013-0086-6

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