Calmness modulus of linear semi-infinite programs
Empreu sempre aquest identificador per citar o enllaçar aquest ítem
http://hdl.handle.net/10045/36198
Títol: | Calmness modulus of linear semi-infinite programs |
---|---|
Autors: | Cánovas Cánovas, María Josefa | Kruger, Alexander Y. | López Cerdá, Marco A. | Parra López, Juan | Théra, Michel |
Grups d'investigació o GITE: | Laboratorio de Optimización (LOPT) |
Centre, Departament o Servei: | Universidad de Alicante. Departamento de Estadística e Investigación Operativa |
Paraules clau: | Isolated calmness | Calmness modulus | Variational analysis | Linear programming | Semi-infinite programming |
Àrees de coneixement: | Estadística e Investigación Operativa |
Data de publicació: | 2-de gener-2014 |
Editor: | Society for Industrial and Applied Mathematics (SIAM) |
Citació bibliogràfica: | SIAM Journal on Optimization. 2014, 24(1): 29-48. doi:10.1137/130907008 |
Resum: | Our main goal is to compute or estimate the calmness modulus of the argmin mapping of linear semi-infinite optimization problems under canonical perturbations, i.e., perturbations of the objective function together with continuous perturbations of the right-hand side of the constraint system (with respect to an index ranging in a compact Hausdorff space). Specifically, we provide a lower bound on the calmness modulus for semi-infinite programs with unique optimal solution which turns out to be the exact modulus when the problem is finitely constrained. The relationship between the calmness of the argmin mapping and the same property for the (sub)level set mapping (with respect to the objective function), for semi-infinite programs and without requiring the uniqueness of the nominal solution, is explored, too, providing an upper bound on the calmness modulus of the argmin mapping. When confined to finitely constrained problems, we also provide a computable upper bound as it only relies on the nominal data and parameters, not involving elements in a neighborhood. Illustrative examples are provided. |
Patrocinadors: | This research has been partially supported by grants MTM2011-29064-C03 (02-03) from MINECO, Spain, ACOMP/2013/062 from Generalitat Valenciana, Spain, grant C10E08 from ECOS-SUD, and grant DP110102011 from the Australian Research Council. |
URI: | http://hdl.handle.net/10045/36198 |
ISSN: | 1052-6234 (Print) | 1095-7189 (Online) |
DOI: | 10.1137/130907008 |
Idioma: | eng |
Tipus: | info:eu-repo/semantics/article |
Drets: | © 2014, Society for Industrial and Applied Mathematics |
Revisió científica: | si |
Versió de l'editor: | http://dx.doi.org/10.1137/130907008 |
Apareix a la col·lecció: | INV - LOPT - Artículos de Revistas |
Arxius per aquest ítem:
Arxiu | Descripció | Tamany | Format | |
---|---|---|---|---|
2014_Canovas_etal_SIAM-J-Optim.pdf | 263,09 kB | Adobe PDF | Obrir Vista prèvia | |
Tots els documents dipositats a RUA estan protegits per drets d'autors. Alguns drets reservats.