Well-Posed Optimization Problems Conditioning Stability Analysis in Optimization
Issue Date:
1998
Publisher:
Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Citation:
Pliska Studia Mathematica Bulgarica, Vol. 12, No 1, (1998), 267p-280p
Abstract:
For a given abstract optimization problem in a Banach space subject to data
perturbations, conditions linking well-posedness to well-conditioning are obtained.
Explicit estimates of the modulus of well-posedness allow to bound the condition
number. Application to mathematical programming problems are presented.