Calmness of linear constraint systems under structured perturbations with an application to the path-following scheme (Q2070401)

The paper deals with the parametrized set of solutions of linear inequality systems in \(\mathbb{R}^n\) of the form \[ F(b) = \{x \in \mathbb{R}^n \mid Ax \leq q + Pb \}, \] where \(A \in \mathbb{R}^{m \times n}\), \(P \in \mathbb{R}^{m \times k}\), \(x \in \mathbb{R}^n\) is the decision variable. The authors introduce the concept of calmness of a parametrized mapping at a fixed parameter in its neighbourhood. The main goal of the paper is to study calmness properties of the feasible set mapping \(F(b)\). In the further part of the paper, relations between the calmness behaviour of the parametrized problem and the speed of convergence of the path-following method are studied. Theoretical results are accompanied with illustrative examples.