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.
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页码：743 / 752
页数：10
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