线性不等式系统的鲁棒和连续度量次正则性

Robust and continuous metric subregularity for linear inequality systems

Computational Optimization and Applications · 2022
被引 3
ABS 3

中文导读

针对数据扰动下的有限线性不等式系统,提出了鲁棒和连续度量次正则性两种新变分性质,并计算了鲁棒度量次正则性的半径。

Abstract

Abstract This paper introduces two new variational properties, robust and continuous metric subregularity, for finite linear inequality systems under data perturbations. The motivation of this study goes back to the seminal work by Dontchev, Lewis, and Rockafellar (2003) on the radius of metric regularity. In contrast to the metric regularity, the unstable continuity behavoir of the (always finite) metric subregularity modulus leads us to consider the aforementioned properties. After characterizing both of them, the radius of robust metric subregularity is computed and some insights on the radius of continuous metric subregularity are provided.

数学应用数学优化理论变分分析