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On the sensitivity of a Euclidean projection
A. F. Izmailov, A. S. Kurennoy Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992, Russia
Abstract:
The structure and behavior of Euclidean projections of a point onto a set defined by parametric constraints is studied. Under the Mangasarian–Fromovitz constraint qualification, it is shown that the projection is locally unique and continuous and, if the feasible set is constant, locally Lipschitz continuous as well. Quantitative results are obtained characterizing the asymptotic behavior of projections under perturbations in a given direction.
Key words:
Euclidean projection, sensitivity, strong regularity, strong stability, Mangasarian–Fromovitz constraint qualification, linear independence constraint qualification, constant rank constraint qualification, directional regularity.
Received: 24.09.2013
Citation:
A. F. Izmailov, A. S. Kurennoy, “On the sensitivity of a Euclidean projection”, Zh. Vychisl. Mat. Mat. Fiz., 54:3 (2014), 392–403; Comput. Math. Math. Phys., 54:3 (2014), 407–417
Linking options:
https://www.mathnet.ru/eng/zvmmf10001 https://www.mathnet.ru/eng/zvmmf/v54/i3/p392
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Abstract page: | 272 | Full-text PDF : | 83 | References: | 68 | First page: | 20 |
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