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Optimality functions and lopsided convergence

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Author
Royset, Johannes O.
Wets, Roger J-B.
Date
2015-10
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Abstract
Optimality functions pioneered by E. Polak characterize stationary points, quantify the degree with which a point fails to be stationary, and play central roles in algorithm development. For optimization problems requiring approximations, optimality functions can be used to ensure consistency in approximations, with the consequence that optimal and stationary points of the approximate problems indeed are approximately optimal and stationary for an original problem. In this paper, we review the framework and illustrate its application to nonlinear programming and other areas. Moreover, we introduce lopsided convergence of bifunctions on metric spaces and show that this notion of convergence is instrumental in establishing consistency of approximations. Lopsided convergence also leads to further characterizations of stationary points under perturbations and approximations.
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The article of record as published may be found at http://dx.doi.org/10.1007/s10957-015-0839-0
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This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.
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http://hdl.handle.net/10945/48180
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