A note on solution sensitivity for Karush-Kuhn-Tucker systemsстатья
Информация о цитировании статьи получена из
Web of Science,
Scopus
Статья опубликована в журнале из списка Web of Science и/или Scopus
Дата последнего поиска статьи во внешних источниках: 18 июля 2013 г.
Аннотация:We consider Karush-Kuhn-Tucker (KKT) systems, which depend on a parameter. Our contribution concerns with the existence of solution of the directionally perturbed KKT system, approximating the given primaldual base solution. To our knowledge, we give the first explicit result of this
kind in the situation where the multiplier associated with the base primal solution may not be unique. The condition we employ can be interpreted as the 2-regularity property of a smooth reformulation of the KKT system. We also give a strictly sharper, compared to other statements in the literature, estimate for the contingent derivative of the KKT solution multifunction.