76. Projectional coderivatives with applications
Invited abstract in session WE-3: Structured sparse optimization, stream Variational analysis: theory and algorithms.
Wednesday, 14:10 - 15:50Room: M:J
Authors (first author is the speaker)
| 1. | Xiaoqi Yang
|
| Department of Applied Mathematics, The Hong Kong Polytechnic University |
Abstract
The Lipschitz-like property relative to a set is important in applications. In this talk we introduce a projectional coderivative of set-valued mappings and present its calculations in some special cases. We apply this coderivative to obtain a complete characterization for a set-valued mapping to have the Lipschitz-property relative to a closed and convex set. For an extended real-valued function, we apply the obtained results to investigate its Lipschitz continuity relative to a closed and convex set and the Lipschitz-like property of a level-set mapping relative to a half line. We apply our results to study the Lipschitz-like property of the solution mapping of a parametric affine variational inequality problem.
Keywords
- Convex and non-smooth optimization
- Linear and nonlinear optimization
Status: accepted
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