Perturbation analysis of a condition number for convex inequality systems and global error bounds for analytic systems

In this paper several types of perturbations on a convex inequality system are considered, and conditions are obtained for the system to be well-conditioned under these types of perturbations, where the well-conditionedness of a convex inequality system is defined in terms of the uniform boundedness of condition numbers under a set of perturbations. It is shown that certain types of perturbations can be used to characterize the well-conditionedness of a convex inequality system, in which either the system has a bounded solution set and satisfies the Slater condition or an associated convex inequality system, which defines the recession cone of the solution set for the system, satisfies the Slater condition. Finally, sufficient conditions are given for the existence of a global error bound for an analytic system. It is shown that such a global error bound always holds for any inequality system defined by finitely many convex analytic functions when the zero vector is in the relative interior of the domain of an associated convex conjugate function.     

Very Convex Banach Spaces

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Filippov–Pliss lemma and m-dissipative differential inclusions

In the paper we prove a variant of the well known Filippov–Pliss lemma for evolution inclusions given by multivalued perturbations of m-dissipative differential equations in Banach spaces with uniformly convex dual. The perturbations are assumed to be almost upper hemicontinuous with convex weakly compact values and to satisfy one-sided Peron condition. The result is then applied to prove the connectedness of the solution set of evolution inclusions without compactness and afterward the existence of attractor of autonomous evolution inclusion when the perturbations are one-sided Lipschitz with negative constant.     

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 _??(J). Our basic strategy consists of linearizing the parameterized convex system via splitting convex inequalities into linear ones by using the Fenchel?CLegendre 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 Cánovas et?al. (SIAM J. Optim. 20, 1504?C1526, 2009) 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.     

On types of hausdorff discontinuity from above for convex closed mappings ∗

This paper studies types of Hausdorff discontinuity from above for point-to-set mappings given with a finite system of convex (in a special case, convex polynomial) inequalities. The discontinuity is with regard to perturbations of the right-side of those inequalities.     

Semi-Infinite Optimization under Convex Function Perturbations: Lipschitz Stability

This paper is devoted to the study of the stability of the solution map for the parametric convex semi-infinite optimization problem under convex function perturbations in short, PCSI. We establish sufficient conditions for the pseudo-Lipschitz property of the solution map of PCSI under perturbations of both objective function and constraint set. The main result obtained is new even when the problems under consideration reduce to linear semi-infinite optimization. Examples are given to illustrate the obtained results.     

The limiting Lagrangian as a consequence of Helly's theorem

The perturbational Lagrangian equation established by Jeroslow in convex semi-infinite programming is derived from Helly's theorem and some prior results on one-dimensional perturbations of convex programs.This research was partially supported by NRC, Grant No. A-4493.     

Classifying convex extremum problems over linear topologies having separation properties

It is shown that any convex or concave extremum problem possesses a subsidiary extremum problem which has certain homogeneous properties. Analogous to the given problem, the “homogenized” extremum problem seeks the minimum of a convex function or the maximum of a concave function over a convex domain. By using homogenized extremum problems, new relationships are developed between any given convex extremum problem (P) and a concave extremum problem (P¹) (also having a convex domain), called the “dual” problem of (P). This is achieved by combining all possibilities in tabular form of (1) the values of the extremum functions and (2) the nature of the convex domains including perturbations of all problems (P), (P¹), and each of their respective homogenized extremum problems.This detailed and refined classification is contrasted to the relationships obtainable by combining only the possible values of the extremum functions of the problems (P) and (P¹) and the possible limiting values of these functions stemming from perturbations of the convex constraint domains of (P) and (P¹), respectively.The extremum problems in this paper and classification results are set forth in real topologically paired vector spaces having the Hahn-Banach separation property.     

Vector variational principle

We prove an Ekeland’s type vector variational principle for monotonically semicontinuous mappings with perturbations given by a convex bounded subset of directions multiplied by the distance function. This generalizes the existing results where directions of perturbations are singletons.     

On the stability of general convex programs under slater’s condition and primal solution boundedness

This paper was motivated by an article by Best and Chakravarti, who presented some stability results for convex quadratic programs under linear perturbation of the data. We show that the regularity conditions assumed are much too restrictive and demonstrate that stronger stability results follow under weaker assumptions (primal solution boundedness and the Slater condition) and from known results, not only for convex quadratic problems but for general convex programs with general perturbations. In so doing, we give a simple and reasonably complete characterization of the stability of an important class of well-behaved convex programs, collecting results that heretofore have apparently not been presented in a unified manner. The results, virtually all from Hogan and Robinson, involve mainly stability of the feasible region and solution existence under small perturbations, and continuity and differentiability of the optimal value function. We note that Auslender and Coutat have recently provided similar extensions for saddle points of generalized linear-quadratic programs introduced by Rockafellar and Wets, utilizing the same assumptions that we use in this paper     

Infra-Mackey spaces, weak barrelledness and barrelledness

A weaker Mackey topology, infra-Mackey topology, is introduced. For an infra-Mackey space, dual local quasi-completeness, c₀-quasi-barrelledness, Ruess' property (quasi-L) and C-quasi-barrelledness are equivalent to each other. Inspired by the definition of Mazur spaces, locally convex spaces are classified according to various conditions ensuring linear functionals continuous. In the classification, every class of special locally convex spaces is characterized by some completeness of the duals. From this, some new characterizations of quasi-barrelledness and barrelledness are given.     

Primal and Dual Stability Results for Variational Inequalities

The purpose of this paper is to study the continuous dependence of solutions of variational inequalities with respect to perturbations of the data that are maximal monotone operators and closed convex functions. The constraint sets are defined by a finite number of linear equalities and non linear convex inequalities. Primal and dual stability results are given, extending the classical ones for optimization problems.     

弱^＊局部一致凸空间的一些性质

讨论了弱^*局部一致凸空间的一些等价定义和性质,以及乘积空间的弱^*凸部一致凸的传递性。     

Efficient estimates of the solutions of perturbed control problems

In this paper, we obtain estimates of the solutions for a sequence of strongly convex extremal problems. As applications of our abstract results, we consider optimal control problems with various types of perturbations. We estimate the solutions of problems with perturbations in the state equation and in the control constraining set. A singularly perturbed problem and a problem with perturbed time delay parameter are studied.     

Error Stability Properties of Generalized Gradient-Type Algorithms

We present a unified framework for convergence analysis of generalized subgradient-type algorithms in the presence of perturbations. A principal novel feature of our analysis is that perturbations need not tend to zero in the limit. It is established that the iterates of the algorithms are attracted, in a certain sense, to an -stationary set of the problem, where depends on the magnitude of perturbations. Characterization of the attraction sets is given in the general (nonsmooth and nonconvex) case. The results are further strengthened for convex, weakly sharp, and strongly convex problems. Our analysis extends and unifies previously known results on convergence and stability properties of gradient and subgradient methods, including their incremental, parallel, and heavy ball modifications.     

On the stability of closed-convex-valued mappings and the associated boundaries

This paper deals with the stability properties of those set-valued mappings from locally metrizable spaces to Euclidean spaces for which the images are the convex hull of their boundaries (i.e., they are closed convex sets not containing a halfspace). Examples of this class of mappings are the feasible set and the optimal set of convex optimization problems, and the solution set of convex systems, when the data are subject to perturbations. More in detail, we associate with the given set-valued mapping its corresponding boundary mapping and we analyze the transmission of the stability properties (lower and upper semicontinuity, continuity and closedness) from the given mapping to its boundary and vice versa.     

Stability of generalized equations under nonlinear perturbations

This paper studies solution stability of generalized equations over polyhedral convex sets. An exact formula for computing the Mordukhovich coderivative of normal cone operators to nonlinearly perturbed polyhedral convex sets is established based on a chain rule for the partial second-order subdifferential. This formula leads to a sufficient condition for the local Lipschitz-like property of the solution maps of the generalized equations under nonlinear perturbations.     

A Grothendieck compactness principle for the Mackey dual topology

Grothendieck [6] proved that every norm compact subset of a Banach space is contained in the closed convex hull of a norm null sequence. In a recent paper [3], an analogous result for weak compactness in a Banach space is shown to be equivalent to the Schur property. In this article, we obtain a similar type result in the Mackey dual of a Banach space. A related result for weak^? compactness is also obtained.     

关于弱拟凸集与广义凸集逼近的几点注记

本文证明了赋范线性空间中闭弱拟凸集必为凸集,并指出郭元明的”弱拟凸集的一些性质及其应用”、“广义凸集的联合逼近特性”两文中的主要结论实质上是已知的结果.     

On Uniform Global Error Bounds for Convex Inequalities

This paper studies the existence of a uniform global error bound when a convex inequality g 0, where g is a closed proper convex function, is perturbed. The perturbation neighborhoods are defined by small arbitrary perturbations of the epigraph of its conjugate function. Under certain conditions, it is shown that for sufficiently small arbitrary perturbations the perturbed system is solvable and there exists a uniform global error bound if and only if g satisfies the Slater condition and the solution set is bounded or its recession function satisfies the Slater condition. The results are used to derive lower bounds on the distance to ill-posedness.