Semi-Infinite Optimization under Convex Function Perturbations: Lipschitz Stability

N. Q. Huy () and J.-C. Yao ()
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N. Q. Huy: Hanoi Pedagogical University No. 2
J.-C. Yao: National Sun Yat-sen University

Journal of Optimization Theory and Applications, 2011, vol. 148, issue 2, No 2, 237-256

Abstract: Abstract This paper is devoted to the study of the stability of the solution map for the parametric convex semi-infinite optimization problem under convex function perturbations in short, PCSI. We establish sufficient conditions for the pseudo-Lipschitz property of the solution map of PCSI under perturbations of both objective function and constraint set. The main result obtained is new even when the problems under consideration reduce to linear semi-infinite optimization. Examples are given to illustrate the obtained results.

Keywords: Convex programming; Semi-infinite optimization; Solution map; Lipschitz stability; Slater constraint qualification (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10957-010-9753-7

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