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

Author:

Argáez C.,Cánovas M.J.,Parra J.ORCID

Abstract

AbstractWe 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.

Funder

Ministerio de Ciencia, Innovación y Universidades

European Regional Development Fund

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Geometry and Topology,Numerical Analysis,Statistics and Probability,Analysis

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