Directional stability theorem and directional metric regularity

被引:22
|
作者
Arutyunov, Aram K.
Izmailov, Alexey F.
机构
[1] Peoples Friendship Univ, Moscow 117198, Russia
[2] Moscow MV Lomonosov State Univ, Dept Operat Res, Fac Computat Math & Cybernet, Moscow 119992, Russia
关键词
metric regularity; Robinson's constraint qualification; directional regularity; directional metric regularity; feasible arc; sensitivity;
D O I
10.1287/moor.1060.0203
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We develop a new regularity concept, unifying metric regularity, Robinson's constraint qualification, and directional regularity. We present the directional stability theorem and the related concept of directional metric regularity. On one hand, our directional stability theorem immediately implies Robinson's stability theorem [Arutyunov, A. V 2005. Covering of nonlinear maps on cone in neighborhood of abnormal point. Math. Notes 77 447-460.] as a particular case, while on the other hand, our theorem easily implies various stability results under the directional regularity condition, widely used in sensitivity analysis. Some applications of this kind are also presented.
引用
收藏
页码:526 / 543
页数:18
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