Second order analysis for robust inclusion systems and applications

V. D. Thinh (), T. D. Chuong () and N. L. H. Anh ()
Additional contact information
V. D. Thinh: University of Science
T. D. Chuong: Saigon University
N. L. H. Anh: University of Science

Journal of Global Optimization, 2023, vol. 85, issue 1, No 5, 110 pages

Abstract: Abstract In this paper, we study an uncertain inequality system, where the input data are uncertain and belong to prescribed uncertainty sets. Using the deterministic approach in robust optimization, we treat this uncertain system by examining the so-called robust system. This approach enables us to compute the second order tangent sets for the solution set of the robust system and then obtain the second order epi-subderivative for the indicator function of its solution set. In this way, we are able to calculate the graphical derivative for the normal cone mapping of solution set of the robust system under certain qualification conditions. As applications, we establish second order necessary and sufficient optimality conditions, and derive necessary and sufficient conditions for stability properties such as the isolated calmness of optimization problems involving uncertain constraints under weak qualification conditions.

Keywords: Graphical derivative; Normal cone mapping; Generalized equation; Robust optimization; Second order epi-subderivative; Second order tangent set; 49J52; 49K40; 58C20; 65K10; 90C29 (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10898-022-01197-1

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