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 |
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Hauptverfasser: | , , , |
Format: | Artikel |
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. |
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ISSN: | 1052-6234 1095-7189 |
DOI: | 10.1137/060658345 |