Regularity modulus of arbitrarily perturbed linear inequality systems (Q2427270)

Let \(T\) be an arbitrary index set and \(\Theta\equiv (\mathbb R^n\times \mathbb R^T\) be the parameter space of all linear inequality systems \(\sigma=\{a_t'x\geq b_t\), \(t\in T\}\) in \(\mathbb R^n\). The space \(\Theta\) is endowed with the extended distance \(d\) given by \(d(\sigma_1,\sigma_2)= \sup_{t\in T}\|(a_t^{1'},b_t^1) (a_t^{2'},b_t^2)\|\), \(\|\cdot\|\) being any norm in \(\mathbb R^n\times\mathbb R\) satisfying \(\|(a',b)\|= \|(a',-b)\|\) for all \((a',b)\in\mathbb R^n\times\mathbb R\). The authors consider the mapping \({\mathcal G}:\mathbb R^n\rightrightarrows \Theta\) defined by \({\mathcal G}(x)= \{\sigma\in\Theta \mid a_t'x\geq b_t,\) \(\forall t\in T\}\). The modulus of the metric regularity \(\operatorname{reg}{\mathcal G}(\overline{x}\mid \overline{\sigma })\) of \({\mathcal G}\) at \((\overline{x},\overline{\sigma})\in \operatorname{gph}{\mathcal G}\) is defined as the infimum of all constants \(\kappa\geq 0\) for which there exist some neighborhoods \(U\) and \(V\) of \(\overline{x}\) and \(\overline{\sigma}=\{\overline{a}_t'x\geq \overline{b}_t\), \(t\in T\}\), respectively, such that \(d(x,{\mathcal G}^{-1}(\sigma))\leq \kappa d(\sigma,{\mathcal G}(x))\) for all \(x\in U\) and all \(\sigma \in V\). (This infimum is equal to \(+\infty \) if no such \(\kappa \) exists.) The main result of this paper computes \(\operatorname{reg}{\mathcal G}(\overline{x} \mid \overline{\sigma})\) in the case when the set \(\{\overline{a}_t'\), \(t\in T\}\) is bounded and \({\mathcal G}\) is metrically regular at \((\overline{x},\overline{\sigma})\) (that is, when \(\operatorname{reg}{\mathcal G}(\overline{x}\mid \overline{\sigma})+\infty\)). More specifically, it is proved that \(\operatorname{reg}{\mathcal G} (\overline{x}\mid \overline{\sigma})=0\) if \(\overline{x}\) is a strong Slater point of \(\overline{\sigma}\) (that is, if \(\inf_{t\in T}\{a_t'\overline{x}-b_t\}>0\)), and \(\operatorname{reg}{\mathcal G} (\overline{x}\mid \overline{\sigma})= \|(\overline{x},-1)\|_*\max \{\frac{1}{\|u\|_*}\mid (u,u'\overline{x})\in \text{cl(conv}(\{(\overline{a}_t',\overline{b}_t)\), \(t\in T\}))\}\) (the subscript \(_*\) is used to denote the dual norm) otherwise; in the latter case the set \(\{u\in \mathbb R^n\mid (u,u'\overline{x})\in \text{cl(conv}(\{(\overline{a}_t',\overline{b}_t)\), \(t\in T\}))\}\) is also proved to be nonempty and compact. As an application, the authors study the special case of an inequality system arising from a natural reformulation of the Lagrangian dual of an inequality constrained minimization problem.