PERTURBED OPTIMIZATION IN BANACH-SPACES .2. A THEORY-BASED ON A STRONG DIRECTIONAL CONSTRAINT QUALIFICATION

Citation
Jf. Bonnans et R. Cominetti, PERTURBED OPTIMIZATION IN BANACH-SPACES .2. A THEORY-BASED ON A STRONG DIRECTIONAL CONSTRAINT QUALIFICATION, SIAM journal on control and optimization, 34(4), 1996, pp. 1172-1189
Citations number
14
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
ISSN journal
03630129
Volume
34
Issue
4
Year of publication
1996
Pages
1172 - 1189
Database
ISI
SICI code
0363-0129(1996)34:4<1172:POIB.A>2.0.ZU;2-R
Abstract
We study the sensitivity of the optimal value and optimal solutions of perturbed optimization problems in two cases. The first one is when m ultipliers exist but only the weak (and not the strong) second-order s ufficient optimality condition is satisfied. The second case is when n o Lagrange multipliers exist; To deal with these pathological cases, w e are led to introduce a directional constraint qualification stronger than in part I of this paper, which reduces to the latter in the impo rtant case of equality-inequality constrained problems. We give sharp upper estimates of the cost based on paths varying as the square root of the perturbation parameter and, under a no-gap condition, obtain th e first term of the expansion for the cost. When multipliers exist we study the expansion of approximate solutions as well. We show in the a ppendix that the strong directional constraint qualification is satisf ied for a large class of problems, including regular problems in the s ense of Robinson.