Name
Abstract | ||
|---|---|---|
The paper is devoted to the analysis of the calmness property for constraint set mappings. After some general characterizations, specific results are obtained for various types of constraints, e.g., one single nonsmooth inequality, differentiable constraints modeled by polyhedral sets, finitely and infinitely many differentiable inequalities. The obtained conditions enable the detection of calmness in a number of situations, where the standard criteria (via polyhedrality or the Aubin property) do not work. Their application in the framework of generalized differential calculus is explained and illustrated by examples associated with optimization and stability issues in connection with nonlinear complementarity problems or continuity of the value-at-risk. |
Year | DOI | Venue |
|---|---|---|
2005 | 10.1007/s10107-005-0623-2 | Math. Program. |
Keywords | Field | DocType |
constraint set mapping,constraint system,differentiable constraint,single nonsmooth inequality,calmness,nonsmooth calculus,calmness property,polyhedral set,value-at-risk,differentiable inequality,general characterization,generalized differential calculus,aubin property,constraint sets,nonlinear complementarity problem,differential calculus,value at risk | Mathematical optimization,Differentiable function,Nonlinear complementarity,Differential calculus,Calmness,Calculus,Value at risk,Mathematics | Journal |
Volume | Issue | ISSN |
104 | 2 | 1436-4646 |
Citations | PageRank | References |
49 | 2.56 | 17 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| René Henrion | 1 | 305 | 29.65 |
| Jirí V. Outrata | 2 | 228 | 25.98 |