Lipschitz modulus in convex semi-infinite optimization via d.c. functions

Cánovas, M.J.; Hantoute, A.; Parra, J.; López, M.A.

Keywords: convex semi-infinite programming, modulus of metric regularity, d.c. functions

Abstract

We are concerned with the Lipschitz modulus of the optimal set mapping associated with canonically perturbed convex semi-infinite optimization problems. Specifically, the paper provides a lower and an upper bound for this modulus, both of them given exclusively in terms of the problem’s data. Moreover, the upper bound is shown to be the exact modulus when the number of constraints is finite. In the particular case of linear problems the upper bound (or exact modulus) adopts a notably simplified expression. Our approach is based on variational techniques applied to certain difference of convex functions related to the model. Some results of [M.J. C´anovas et al., J. Optim. Theory Appl. (2008) Online First] (which go back to [M.J. C´anovas, J. Global Optim. 41 (2008) 1–13] and [Ioffe, Math. Surveys 55 (2000) 501–558; Control Cybern. 32 (2003) 543–554]) constitute the starting point of the present work.

Más información

Título de la Revista: ESAIM: Control, Optimisation and Calculus of Variations
Volumen: 15
Número: 4
Editorial: EDP SCIENCES S A
Fecha de publicación: 2009
Página de inicio: 763
Página final: 781
Idioma: English
Financiamiento/Sponsor: This research has been partially supported by grants MTM2005-08572-C03 (01-02), MTM2006-27491-E from MEC (Spain) and FEDER (E.U.), and ACOMP/2007/247-292, from Generalitat Valenciana (Spain).
URL: http://www.esaim-cocv.org/10.1051/cocv:2008052
DOI:

10.1051/cocv:2008052

Notas: ISI