Calmness of Linear Constraint Systems under Structured Perturbations with an Application to the Path-Following Scheme

We are concerned with finite linear constraint systems in a parametric framework where the right-hand side is an affine function of the perturbation parameter. Such structured perturbations provide a unified framework for different parametric models in the literature, as block, directional and/or pa...

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Veröffentlicht in:Set-valued and variational analysis 2021-12, Vol.29 (4), p.839-860
Hauptverfasser: Argáez, C., Cánovas, M.J., Parra, J.
Format: Artikel
Sprache:eng
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Zusammenfassung:We are concerned with finite linear constraint systems in a parametric framework where the right-hand side is an affine function of the perturbation parameter. Such structured perturbations provide a unified framework for different parametric models in the literature, as block, directional and/or partial perturbations of both inequalities and equalities. We extend some recent results about calmness of the feasible set mapping and provide an application to the convergence of a certain path-following algorithmic scheme. We underline the fact that our formula for the calmness modulus depends only on the nominal data, which makes it computable in practice.
ISSN:1877-0533
1877-0541
DOI:10.1007/s11228-021-00597-x