43 citations · 149 across the 103 of their papers we have counts for
8 papers · 2 filters
New extremal principles with applications to stochastic and semi-infinite programming
Boris S. Mordukhovich, Pedro Pérez-Aros
This paper develops new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programmi…
Stability of KKT systems and superlinear convergence of the SQP method under parabolic regularity
Ashkan Mohammadi, Boris Mordukhovich, Ebrahim Sarabi
This paper pursues a two-fold goal. Firstly, we aim to derive novel second-order characterizations of important robust stability properties of perturbed Karush-Kuhn-Tucker systems…
Subdifferentials of Value Functions in Nonconvex Dynamic Programming for Nonstationary Stochastic Processes
Boris S. Mordukhovich, Nobusumi Sagara
The main goal of this paper is to apply the machinery of variational analysis and generalized differentiation to study infinite horizon stochastic dynamic programming (DP) with dis…
Parabolic Regularity in Geometric Variational Analysis
Ashkan Mohammadi, Boris S. Mordukhovich, M. Ebrahim Sarabi
The paper is mainly devoted to systematic developments and applications of geometric aspects of second-order variational analysis that are revolved around the concept of parabolic…
Subdifferentials and Stability Analysis of Feasible Set and Pareto Front Mappings in Linear Multiobjective Optimization
María J. Cánovas, Marco A. López, Boris Mordukhovich +1
The paper concerns multiobjective linear optimization problems in R^n that are parameterized with respect to the right-hand side perturbations of inequality constraints. Our focus…
Bilevel Optimization and Variational Analysis
Boris S. Mordukhovich
This chapter presents a self-contained approach of variational analysis and generalized differentiation to deriving necessary optimality in problems of bilevel optimization with Li…