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Article Dans Une Revue SIAM Journal on Optimization Année : 2010

Stability of Error Bounds for Semi-infinite Convex Constraint Systems

Huynh van Ngai
  • Fonction : Auteur
Alexander Kruger
  • Fonction : Auteur
Michel Théra
DMI

Résumé

In this paper, we are concerned with the stability of the error bounds for semi-infinite convex constraint systems. Roughly speaking, the error bound of a system of inequalities is said to be stable if all its "small" perturbations admit a (local or global) error bound. We first establish subdifferential characterizations of the stability of error bounds for semi-infinite systems of convex inequalities. By applying these characterizations, we extend some results established by Aze and Corvellec [SIAM J. Optim., 12 (2002), pp. 913-927] on the sensitivity analysis of Hoffman constants to semi-infinite linear constraint systems.

Dates et versions

hal-00586939 , version 1 (18-04-2011)

Identifiants

Citer

Huynh van Ngai, Alexander Kruger, Michel Théra. Stability of Error Bounds for Semi-infinite Convex Constraint Systems. SIAM Journal on Optimization, 2010, 20 (4), pp.2080-2096. ⟨10.1137/090767819⟩. ⟨hal-00586939⟩
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