Article ID Journal Published Year Pages File Type
4621240 Journal of Mathematical Analysis and Applications 2008 13 Pages PDF
Abstract

We aim to quantify the stability of systems of (possibly infinitely many) linear inequalities under arbitrary perturbations of the data. Our focus is on the Aubin property (also called pseudo-Lipschitz) of the solution set mapping, or, equivalently, on the metric regularity of its inverse mapping. The main goal is to determine the regularity modulus of the latter mapping exclusively in terms of the system's data. In our context, both, the right- and the left-hand side of the system are subject to possible perturbations. This fact entails notable differences with respect to previous developments in the framework of linear systems with perturbations of the right-hand side. In these previous studies, the feasible set mapping is sublinear (which is not our current case) and the well-known Radius Theorem constitutes a useful tool for determining the modulus. In our current setting we do not have an explicit expression for the radius of metric regularity, and we have to tackle the modulus directly. As an application we approach, under appropriate assumptions, the regularity modulus for a semi-infinite system associated with the Lagrangian dual of an ordinary nonlinear programming problem.

Related Topics
Physical Sciences and Engineering Mathematics Analysis