Stability and well-posedness in linear semi-infinite programming

This paper presents an approach to the stability and the Hadamard well-pose dness of the linear semi-infinite programming problem (LSIP). No standard h ypothesis is required in relation to the set indexing of the constraints an d, consequently, the functional dependence between the linear constraints a nd their associated indices has no special property. We consider, as parame ter space, the set of all LSIP problems whose constraint systems have the s ame index set, and we define in it an extended metric to measure the size o f the perturbations. Throughout the paper the behavior of the optimal value function and of the optimal set mapping are analyzed. Moreover, a certain type of Hadamard well-posedness, which does not require the boundedness of the optimal set, is characterized. The main results provided in the paper a llow us to point out that the lower semicontinuity of the feasible set mapp ing entails high stability of the whole problem, mainly when this property occurs simultaneously with the boundedness of the optimal set. In this case all the stability properties hold, with the only exception being the lower semicontinuity of the optimal set mapping.