Characterization of total ill-posedness in linear semi-infinite optimization

  • Authors:
  • A. Hantoute;M. A. López

  • Affiliations:
  • Department of Statistics and Operations Research, University of Alicante, 03071 Alicante, Spain;Department of Statistics and Operations Research, University of Alicante, 03071 Alicante, Spain

  • Venue:
  • Journal of Computational and Applied Mathematics
  • Year:
  • 2008

Quantified Score

Hi-index 7.29

Visualization

Abstract

This paper deals with the stability of linear semi-infinite programming (LSIP, for short) problems. We characterize those LSIP problems from which we can obtain, under small perturbations in the data, different types of problems, namely, inconsistent, consistent unsolvable, and solvable problems. The problems of this class are highly unstable and, for this reason, we say that they are totally ill-posed. The characterization that we provide here is of geometrical nature, and it depends exclusively on the original data (i.e., on the coefficients of the nominal LSIP problem). Our results cover the case of linear programming problems, and they are mainly obtained via a new formula for the subdifferential mapping of the support function.