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Numerische Mathematik und Optimierung

TALK: Jiri Outrata (Czech Academy of Sciences / Prag, Czech Republic) [English]

On the Aubin property of solution maps to parameterized variational systems with implicit constraints
Datum: 26.11.2018, 15:00 Uhr
Kategorie: Veranstaltung
Ort: Hubland Nord, Geb. 30, 30.02.003
Veranstalter: Lehrstuhl für Mathematik VII
Vortragende*r: Jiri Outrata

One considers a class of variational systems  the constraints of which depend both on a parameter as
well as on the decision variable itself. In this way one can model, e.g., quasi-variational inequalities
or implicit complementarity problems. On the basis of the recently developed directional limiting calculus
a new sufficient condition for the Aubin/Lipschitz like property of the respective solution map will be
derived. At the same time this approach leads to a workable formula for the graphical derivative of this
solution map which may be used in various sensitivity issues. The results can be applied in post-optimal
analysis or in some problems with equilibrium constraints and will be illustrated by an academic example.