首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Optimization methods and stability of inclusions in Banach spaces
Authors:Diethard Klatte  Bernd Kummer
Institution:1. Institut für Operations Research, Universit?t Zürich, Moussonstrasse 15, CH-8044, Zürich, Switzerland
2. Institut für Mathematik, Humboldt–Universit?t zu Berlin, Unter den Linden 6, 10099, Berlin, Germany
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.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号