Abnormal equality-constrained optimization problems: sensitivity theory
The following optimization problem is considered: \[ \begin{gathered} \text{minimize}\;f(\sigma, x),\\ \text{subject to }x\in D(\sigma),\end{gathered} \] where \(D(\sigma)= \{x\in X\mid F(\sigma, x)= 0\}\), \(\sigma\in\Sigma\) is a parameter, \(f: (\Sigma\times X)\to\mathbb R\) is a smooth function, \(F: (\Sigma\times X)\to Y\) is a smooth mapping, and \(\Sigma\), \(X\), \(Y\) are real Banach spaces. The authors assume that the usual regularity assumptions concerning the equality constraints are violated. A local sensitivity analysis for such problems is developed under more general conditions than those, which occur in the literature. The analysis includes upper and lower bounds estimating the change of the optimal value subject to parametric perturbation as well as the investigation of the asymptotic behavior of the solutions of the perturbed problem.
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