Calmness of Linear Constraint Systems under Structured Perturbations with an Application to the Path-Following Scheme

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.