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arXiv · 2302.02279

Primal Characterizations of Stability of Error Bounds for Semi-infinite Convex Constraint Systems in Banach Spaces

Zhou Wei·Michel Théra·Jen-Chih Yao
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Abstract

This article is devoted to the stability of error bounds (local and global) for semi-infinite convex constraint systems in Banach spaces. We provide primal characterizations of the stability of local and global error bounds when systems are subject to small perturbations. These characterizations are given in terms of the directional derivatives of the functions that enter into the definition of these systems. It is proved that the stability of error bounds is essentially equivalent to verifying that the optimal values of several minimax problems, defined in terms of the directional derivatives of the functions defining these systems, are outside of some neighborhood of zero. Moreover, such stability only requires that all component functions entering the system have the same linear perturbation. When these stability results are applied to the sensitivity analysis of Hoffman's constants for semi-infinite linear systems, primal criteria for Hoffman's constants to be uniformly bounded under perturbations of the problem data are obtained.

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Zhou Wei, Michel Théra, Jen-Chih Yao. 2023-02-05. Primal Characterizations of Stability of Error Bounds for Semi-infinite Convex Constraint Systems in Banach Spaces. https://arxiv.org/abs/2302.02279

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