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Calmness of Linear Constraint Systems under Structured Perturbations with an Application to the Path-Following Scheme
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| Title: | Calmness of Linear Constraint Systems under Structured Perturbations with an Application to the Path-Following Scheme |
| Author: |
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| Date: | 2021-07-14 |
| Language: | English |
| Scope: | 707994 |
| Department: | Science Institute |
| Series: | Set-Valued and Variational Analysis; () |
| ISSN: | 0927-6947 |
| DOI: | 10.1007/s11228-021-00597-x |
| Subject: | Forritun; Calmness; Feasible set mapping; Linear programming; Linear systems of equalities and inequalities; Primal-dual path-following algorithm; Analysis; Statistics and Probability; Numerical Analysis; Geometry and Topology; Applied Mathematics |
| URI: | https://hdl.handle.net/20.500.11815/2708 |
Citation:Garcia , C A , Cánovas , M J & Parra , J 2021 , ' Calmness of Linear Constraint Systems under Structured Perturbations with an Application to the Path-Following Scheme ' , Set-Valued and Variational Analysis . https://doi.org/10.1007/s11228-021-00597-x
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Abstract:We are concerned with finite linear constraint systems in a parametric framework where the right-hand side is an affine function of the perturbation parameter. Such structured perturbations provide a unified framework for different parametric models in the literature, as block, directional and/or partial perturbations of both inequalities and equalities. We extend some recent results about calmness of the feasible set mapping and provide an application to the convergence of a certain path-following algorithmic scheme. We underline the fact that our formula for the calmness modulus depends only on the nominal data, which makes it computable in practice.
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Description:Publisher Copyright: © 2021, The Author(s).
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