| Solution Path of the Perturbed Karush-Kuhn-Tucker System for Stochastic Nonlinear Programming with Inequality Constraints |
| Received:January 22, 2019 Revised:March 03, 2019 |
| Key Words:
Stochastic nonlinear programming stability analysis strong regularity second order optimality conditions constraint qualification
|
| Fund Project:Supported by the National Natural Science Foundation of China (Grant Nos.11571059; 11731013). |
|
| Hits: 1137 |
| Download times: 657 |
| Abstract: |
| This paper focuses on the study for the stability of stochastic nonlinear programming when the probability measure is perturbed. Under the Lipschitz continuity of the objective function and metric regularity of the feasible set-valued mapping, the outer semicontinuity of the optimal solution set and Lipschitz continuity of optimal values are guaranteed. Importantly, it is proved that, if the linear independence constraint qualification and strong second-order sufficient condition hold at a local minimum point of the original problem, there exists a Lipschitz continuous solution path satisfying the Karush-Kuhn-Tucker conditions. |
| Citation: |
| DOI:10.3770/j.issn:2095-2651.2019.03.012 |
| View Full Text View/Add Comment |
