Variational Analysis in Semi-Infinite and Infinite Programming, I: Stability of Linear Inequality Systems of Feasible Solutions

نویسندگان

  • María J. Cánovas
  • Marco A. López
  • Boris S. Mordukhovich
  • Juan Parra
چکیده

This paper concerns applications of advanced techniques of variational analysis and generalized differentiation to parametric problems of semi-infinite and infinite programming, where decision variables run over finite-dimensional and infinite-dimensional spaces, respectively. Part I is primarily devoted to the study of robust Lipschitzian stability of feasible solutions maps for such problems described by parameterized systems of infinitely many linear inequalities in Banach spaces of decision variables indexed by an arbitrary set T. The parameter space of admissible perturbations under consideration is formed by all bounded functions on T equipped with the standard supremum norm. Unless the index set Tis finite, this space is intrinsically infinite-dimensional (nonreflexive and nonseparable) of the l00-type. By using advanced tools of variational analysis and exploiting specific features of linear infinite systems, we establish complete characterizations of robust Lipschitzian · -st-abi1ity--entirely-v1a-tnelrinit1ah:lata·with-c-omputirrg·the exact·bnund-of bipschitzian-moduli;··-A· -· crucial part of our analysis addresses the precise computation of the coderivative of the feasible set mapping and its norm. The results obtained are new in both semi-infinite and infinite frameworks.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 20  شماره 

صفحات  -

تاریخ انتشار 2009