On the stability of the optimal value and the optimal set in optimization problems
Contribuinte(s) |
Centre de Recerca Matemàtica |
---|---|
Data(s) |
01/12/2010
|
Resumo |
The paper develops a stability theory for the optimal value and the optimal set mapping of optimization problems posed in a Banach space. The problems considered in this paper have an arbitrary number of inequality constraints involving lower semicontinuous (not necessarily convex) functions and one closed abstract constraint set. The considered perturbations lead to problems of the same type as the nominal one (with the same space of variables and the same number of constraints), where the abstract constraint set can also be perturbed. The spaces of functions involved in the problems (objective and constraints) are equipped with the metric of the uniform convergence on the bounded sets, meanwhile in the space of closed sets we consider, coherently, the Attouch-Wets topology. The paper examines, in a unified way, the lower and upper semicontinuity of the optimal value function, and the closedness, lower and upper semicontinuity (in the sense of Berge) of the optimal set mapping. This paper can be seen as a second part of the stability theory presented in [17], where we studied the stability of the feasible set mapping (completed here with the analysis of the Lipschitz-like property). |
Formato |
27 291254 bytes application/pdf |
Identificador | |
Idioma(s) |
eng |
Publicador |
Centre de Recerca Matemàtica |
Relação |
Prepublicacions del Centre de Recerca Matemàtica;992 |
Direitos |
Aquest document està subjecte a una llicència d'ús de Creative Commons, amb la qual es permet copiar, distribuir i comunicar públicament l'obra sempre que se'n citin l'autor original, la universitat i el centre i no se'n faci cap ús comercial ni obra derivada, tal com queda estipulat en la llicència d'ús (http://creativecommons.org/licenses/by-nc-nd/2.5/es/) |
Palavras-Chave | #Optimització matemàtica #Investigació operativa #Estabilitat #519.1 - Teoria general de l'anàlisi combinatòria. Teoria de grafs |
Tipo |
info:eu-repo/semantics/preprint |