Characterizations of Stability of Error Bounds for Convex Inequality Constraint Systems

In this paper, we mainly study error bounds for a single convex inequality and semi-infinite convex constraint systems, and give characterizations of stability of error bounds via directional derivatives. For a single convex inequality, it is proved that the stability of local error bounds under sma...

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Main Authors: Wei, Zhou, Théra, Michel, Yao, Jen-Chih
Format: Article
Language:English
Published: Université de Montpellier 2022-03-01
Series:Open Journal of Mathematical Optimization
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Online Access:https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.13/
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author Wei, Zhou
Théra, Michel
Yao, Jen-Chih
author_facet Wei, Zhou
Théra, Michel
Yao, Jen-Chih
author_sort Wei, Zhou
collection DOAJ
description In this paper, we mainly study error bounds for a single convex inequality and semi-infinite convex constraint systems, and give characterizations of stability of error bounds via directional derivatives. For a single convex inequality, it is proved that the stability of local error bounds under small perturbations is essentially equivalent to the non-zero minimum of the directional derivative at a reference point over the unit sphere, and the stability of global error bounds is proved to be equivalent to the strictly positive infimum of the directional derivatives, at all points in the boundary of the solution set, over the unit sphere as well as some mild constraint qualification. When these results are applied to semi-infinite convex constraint systems, characterizations of stability of local and global error bounds under small perturbations are also provided. In particular such stability of error bounds is proved to only require that all component functions in semi-infinite convex constraint systems have the same linear perturbation. Our work demonstrates that verifying the stability of error bounds for convex inequality constraint systems is, to some degree, equivalent to solving convex minimization problems (defined by directional derivatives) over the unit sphere.
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spelling doaj-art-fb67f7cdc15c443eb2eeb61996621a952025-02-07T14:02:43ZengUniversité de MontpellierOpen Journal of Mathematical Optimization2777-58602022-03-01311710.5802/ojmo.1310.5802/ojmo.13Characterizations of Stability of Error Bounds for Convex Inequality Constraint SystemsWei, Zhou0Théra, Michel1Yao, Jen-Chih2College of Mathematics and Information Science, Hebei University, Baoding 071002, China; Department of Mathematics, Yunnan University, Kunming 650091, ChinaXLIM UMR-CNRS 7252, Université de Limoges, Limoges, France Federation University Australia, BallaratResearch Center for Interneural Computing, China Medical University Hospital China Medical University, Taichung 40402, TaiwanIn this paper, we mainly study error bounds for a single convex inequality and semi-infinite convex constraint systems, and give characterizations of stability of error bounds via directional derivatives. For a single convex inequality, it is proved that the stability of local error bounds under small perturbations is essentially equivalent to the non-zero minimum of the directional derivative at a reference point over the unit sphere, and the stability of global error bounds is proved to be equivalent to the strictly positive infimum of the directional derivatives, at all points in the boundary of the solution set, over the unit sphere as well as some mild constraint qualification. When these results are applied to semi-infinite convex constraint systems, characterizations of stability of local and global error bounds under small perturbations are also provided. In particular such stability of error bounds is proved to only require that all component functions in semi-infinite convex constraint systems have the same linear perturbation. Our work demonstrates that verifying the stability of error bounds for convex inequality constraint systems is, to some degree, equivalent to solving convex minimization problems (defined by directional derivatives) over the unit sphere.https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.13/Local and global error boundsStabilityConvex inequalitySemi-infinite convex constraint systemsDirectional derivative
spellingShingle Wei, Zhou
Théra, Michel
Yao, Jen-Chih
Characterizations of Stability of Error Bounds for Convex Inequality Constraint Systems
Open Journal of Mathematical Optimization
Local and global error bounds
Stability
Convex inequality
Semi-infinite convex constraint systems
Directional derivative
title Characterizations of Stability of Error Bounds for Convex Inequality Constraint Systems
title_full Characterizations of Stability of Error Bounds for Convex Inequality Constraint Systems
title_fullStr Characterizations of Stability of Error Bounds for Convex Inequality Constraint Systems
title_full_unstemmed Characterizations of Stability of Error Bounds for Convex Inequality Constraint Systems
title_short Characterizations of Stability of Error Bounds for Convex Inequality Constraint Systems
title_sort characterizations of stability of error bounds for convex inequality constraint systems
topic Local and global error bounds
Stability
Convex inequality
Semi-infinite convex constraint systems
Directional derivative
url https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.13/
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