On coderivatives and lipschitzian properties of the dual pair in optimization

Resumen:
Inglés

In this paper we apply the concept of coderivative and other tools from the generalized di§erentiation theory for set-valued mappings to study the stability of the feasible sets of both, the primal and the dual problem in infinite-dimensional linear optimization with infinitely many explicit constraints and an additional conic constraint. After providing some specific duality results for our dual pair, we study the Lipschitz-like property of both mappings and also give bounds for the associated Lipschitz moduli. The situation for the dual shows much more involved than the case of the primal problem.

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Disciplinas:
Matemática

Palabras clave :
Semi-infinite programming - Dual pair and duality theory - Stability - Programación semi infinita - Coderivative - Programación infinita - Infinite programming - Programación lineal

Descriptores:
TEORÍA DE LA DUALIDAD

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