Speaker: Duong Thi Viet An
Time: 9h00, Wednesday, March 9, 2016
Location: Room 4, Building A14, Institute of Mathematics, 18 Hoang Quoc Viet, Cau Giay, Hanoi
Abstract: As a complement to a recent paper by D. T. V. An and N. D. Yen [Differential Stability of Convex Optimization Problems under Inclusion Constraints. Appl. Anal. 94 (2015), 108-128] on subdifferentials of the optimal value function in parametric convex programming under inclusion constraints and functional constraints, this paper studies the differential stability of convex optimization problems under a regularity condition of Aubin's type [J.-P. Aubin, Optima and Equilibria. An Introduction to Nonlinear Analysis, Springer, New York , 1998] .By a suitable sum rule for convex subdifferentials, we obtain exact formulas for the subdifferential and singular subdifferential of the optimal value function. Illustrative examples and a detailed comparison of our results with those of the above mentioned paper are given.
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