Searcharxiv⌕ Search

arXiv subjects

M. J. Cánovas

Publications and source records attributed to M. J. Cánovas.

3 recordsLinked to original sources

Hoffman constant of the argmin mapping in linear optimization

The main goal of this paper is to provide a point-based expression for the Hoffman constant of the argmin mapping in linear optimization, understood as the sharp Lipschitz constant restricted to its domain. The work is mainly developed in the parametric context of right-hand side perturbations of the constraint system. To the authors' knowledge, this is the first exact formula for this constant, although we can find in the literature different upper estimates. The paper tackles this objective from a broader perspective, which introduces new tools of their own interest, such as the concept of well-connected piecewise convex mapping. We isolate the nice behavior of such mappings to derive a crucial equality between the Hoffman constant (which is a global stability measure) and the supremum of calmness moduli (of local nature). The paper also includes some specifics about directional stability of optimal solutions and finishes with some conclusions and notes about further research.

math.OC↗

Feasibility problems via paramonotone operators in a convex setting

This paper is focused on some properties of paramonotone operators on Banach spaces and their application to certain feasibility problems for convex sets in a Hilbert space and convex systems in the Euclidean space. In particular, it shows that operators that are simultaneously paramonotone and bimonotone are constant on their domains, and this fact is applied to tackle two particular situations. The first one, closely related to simultaneous projections, deals with a finite amount of convex sets with an empty intersection and tackles the problem of finding the smallest perturbations (in the sense of translations) of these sets to reach a nonempty intersection. The second is focused on the distance to feasibility; specifically, given an inconsistent convex inequality system, our goal is to compute/estimate the smallest right-hand side perturbations that reach feasibility. We advance that this work derives lower and upper estimates of such a distance, which become the exact value when confined to linear systems.

math.OC↗

Quantitative Stability of Linear Infinite Inequality Systems under Block Perturbations with Applications to Convex Systems

The original motivation for this paper was to provide an efficient quantitative analysis of convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional (resp. finite-dimensional) Banach spaces and that are indexed by an arbitrary fixed set $J$. Parameter perturbations on the right-hand side of the inequalities are required to be merely bounded, and thus the natural parameter space is $l_{\infty}(J)$. Our basic strategy consists of linearizing the parameterized convex system via splitting convex inequalities into linear ones by using the Fenchel-Legendre conjugate. This approach yields that arbitrary bounded right-hand side perturbations of the convex system turn on constant-by-blocks perturbations in the linearized system. Based on advanced variational analysis, we derive a precise formula for computing the exact Lipschitzian bound of the feasible solution map of block-perturbed linear systems, which involves only the system's data, and then show that this exact bound agrees with the coderivative norm of the aforementioned mapping. In this way we extend to the convex setting the results of [3] developed for arbitrary perturbations with no block structure in the linear framework under the boundedness assumption on the system's coefficients. The latter boundedness assumption is removed in this paper when the decision space is reflexive. The last section provides the aimed application to the convex case.

math.OC↗