Stability and Well-Posedness in Linear Semi-Infinite Programming
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Title: | Stability and Well-Posedness in Linear Semi-Infinite Programming |
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Authors: | Cánovas Cánovas, María Josefa | López Cerdá, Marco A. | Parra López, Juan | Todorov, Maxim I. |
Research Group/s: | Laboratorio de Optimización (LOPT) |
Center, Department or Service: | Universidad de Alicante. Departamento de Matemáticas |
Keywords: | Stability | Hadamard well-posedness | Semi-infinite programming | Feasible set mapping | Optimal set mapping | Optimal value function |
Knowledge Area: | Estadística e Investigación Operativa |
Issue Date: | 20-Oct-1999 |
Publisher: | Society for Industrial and Applied Mathematics (SIAM) |
Citation: | SIAM Journal on Optimization. 1999, 10(1): 82-98. doi:10.1137/S1052623497319869 |
Abstract: | This paper presents an approach to the stability and the Hadamard well-posedness of the linear semi-infinite programming problem (LSIP). No standard hypothesis is required in relation to the set indexing of the constraints and, consequently, the functional dependence between the linear constraints and their associated indices has no special property. We consider, as parameter space, the set of all LSIP problems whose constraint systems have the same index set, and we define in it an extended metric to measure the size of the perturbations. Throughout the paper the behavior of the optimal value function and of the optimal set mapping are analyzed. Moreover, a certain type of Hadamard well-posedness, which does not require the boundedness of the optimal set, is characterized. The main results provided in the paper allow us to point out that the lower semicontinuity of the feasible set mapping entails high stability of the whole problem, mainly when this property occurs simultaneously with the boundedness of the optimal set. In this case all the stability properties hold, with the only exception being the lower semicontinuity of the optimal set mapping. |
Sponsor: | This research was partially supported by grants PB95-0687 and SAB 95-0311 from DGES and by grants GV-2219/94 and GV-C-CN-10-067-96 from Generalitat Valenciana. |
URI: | http://hdl.handle.net/10045/75607 |
ISSN: | 1052-6234 (Print) | 1095-7189 (Online) |
DOI: | 10.1137/S1052623497319869 |
Language: | eng |
Type: | info:eu-repo/semantics/article |
Rights: | © 1999 Society for Industrial and Applied Mathematics |
Peer Review: | si |
Publisher version: | https://doi.org/10.1137/S1052623497319869 |
Appears in Collections: | INV - LOPT - Artículos de Revistas |
Files in This Item:
File | Description | Size | Format | |
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1999_Canovas_etal_SIAMJOptim.pdf | 375,23 kB | Adobe PDF | Open Preview | |
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