Metric Regularity in Convex Semi-Infinite Optimization under Canonical Perturbations

This paper is concerned with the Lipschitzian behavior of the optimal set of convex semi-infinite optimization problems under continuous perturbations of the right-hand side of the constraints and linear perturbations of the objective function. In this framework we provide a sufficient condition for...

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Veröffentlicht in:SIAM journal on optimization 2007-01, Vol.18 (3), p.717-732
Hauptverfasser: Cánovas, M. J., Klatte, D., López, M. A., Parra, J.
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Sprache:eng
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Zusammenfassung:This paper is concerned with the Lipschitzian behavior of the optimal set of convex semi-infinite optimization problems under continuous perturbations of the right-hand side of the constraints and linear perturbations of the objective function. In this framework we provide a sufficient condition for the metric regularity of the inverse of the optimal set mapping. This condition consists of the Slater constraint qualification, together with a certain additional requirement in the Karush-Kuhn-Tucker conditions. For linear problems this sufficient condition turns out to be also necessary for the metric regularity, and it is equivalent to some well-known stability concepts.
ISSN:1052-6234
1095-7189
DOI:10.1137/060658345