ON LIPSCHITZIAN STABILITY OF OPTIMAL-SOLUTIONS OF PARAMETRIZED SEMIINFINITE PROGRAMS

• 成果类型: Article
• 署名作者: SHAPIRO, A
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.19.3.743
• 发表日期: 1994
• 页码: 743-752
• 关键词: Sensitivity analysis; 2ND-ORDER

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.