ON LIPSCHITZIAN STABILITY OF OPTIMAL-SOLUTIONS OF PARAMETRIZED SEMIINFINITE PROGRAMS

被引：20

作者：

SHAPIRO, A

机构：

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 1994年 / 19卷 / 03期

关键词：

SEMIINFINITE PROGRAMMING; PARAMETRIC OPTIMIZATION; SENSITIVITY ANALYSIS; LIPSCHITZIAN STABILITY; OPTIMAL VALUE FUNCTION;

D O I：

10.1287/moor.19.3.743

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We study continuity properties of optimal solutions of parametrized semi-infinite programming problems. The involved constraints are formulated in a form of cone constraints and then a slightly modified general result of Shapiro and Bonnans (1992) on Lipschitzian stability of optimal solutions is applied. It is shown that under certain second-order sufficient conditions, optimal solutions of the semi-infinite programs are Lipschitzian stable provided a regularity assumption related to a linearization of the considered programs is satisfied.

引用

页码：743 / 752

页数：10

共 50 条

[1] CLASSES OF LINEAR-PROGRAMS WITH INTEGRAL OPTIMAL-SOLUTIONS
ANEJA, YP
CHANDRASEKARAN, R
NAIR, KPK
MATHEMATICAL PROGRAMMING STUDY, 1985, 24 (OCT): : 225 - 237
[2] EXISTENCE OF OPTIMAL-SOLUTIONS TO MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS
HARKER, PT
PANG, JS
OPERATIONS RESEARCH LETTERS, 1988, 7 (02) : 61 - 64
[3] DIRECTIONAL LIPSCHITZIAN OPTIMAL-SOLUTIONS AND DIRECTIONAL DERIVATIVE FOR THE OPTIMAL VALUE FUNCTION IN NONLINEAR MATHEMATICAL-PROGRAMMING
GAUVIN, J
JANIN, R
ANNALES DE LINSTITUT HENRI POINCARE, VOL 6 SUPPL: ANALYSE NON LINEAIRE : CONTRIBUTIONS EN LHONNEUR DE J J MOREAU, 1989, : 305 - 324
[4] FORMS OF OPTIMAL-SOLUTIONS FOR SEPARATED CONTINUOUS LINEAR-PROGRAMS
PULLAN, MC
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1995, 33 (06) : 1952 - 1977
[5] ERROR ANALYSIS FOR CONVEX SEPARABLE PROGRAMS - BOUNDS ON OPTIMAL AND DUAL OPTIMAL-SOLUTIONS
THAKUR, LS
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1980, 75 (02) : 486 - 494
[6] EXISTENCE OF SOLUTIONS AND EXISTENCE OF OPTIMAL-SOLUTIONS
CESARI, L
LECTURE NOTES IN MATHEMATICS, 1983, 979 : 88 - 107
[7] STABILITY PROPERTIES OF INFIMA AND OPTIMAL-SOLUTIONS OF PARAMETRIC OPTIMIZATION PROBLEMS
KLATTE, D
KUMMER, B
LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS, 1985, 255 : 190 - 229
[8] INTERACTIVE COMPUTATIONS OF OPTIMAL-SOLUTIONS
KRAJICEK, J
PUDLAK, P
SGALL, J
LECTURE NOTES IN COMPUTER SCIENCE, 1990, 452 : 48 - 60
[9] STRUCTURE IN LOCALLY OPTIMAL-SOLUTIONS
KRENTEL, MW
30TH ANNUAL SYMPOSIUM ON FOUNDATIONS OF COMPUTER SCIENCE, 1989, : 216 - 221
[10] ON OPTIMAL-SOLUTIONS OF THE DECONVOLUTION PROBLEM
ERMAKOV, M
INVERSE PROBLEMS, 1990, 6 (05) : 863 - 872

← 1 2 3 4 5 →