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2020 Volume 42 Issue 7
Article Contents

Gao-xi LI, Ji LI, Jie YANG. A Note on the Lower Semicontinuity of Parameter-Containing Feasible Set Mappings[J]. Journal of Southwest University Natural Science Edition, 2020, 42(7): 139-142. doi: 10.13718/j.cnki.xdzk.2020.07.013
Citation: Gao-xi LI, Ji LI, Jie YANG. A Note on the Lower Semicontinuity of Parameter-Containing Feasible Set Mappings[J]. Journal of Southwest University Natural Science Edition, 2020, 42(7): 139-142. doi: 10.13718/j.cnki.xdzk.2020.07.013

A Note on the Lower Semicontinuity of Parameter-Containing Feasible Set Mappings

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  • Corresponding author: Ji LI ; 
  • Received Date: 27/04/2018
    Available Online: 20/07/2020
  • MSC: O224

  • This paper studies the lower semicontinuity of parameter-containing feasible set mappings for inequality constraints under some constraint qualifications (CQ) such as Cottle's CQ, Abadie's CQ, Guignard's CQ and CRCQ.We obtain thetheorem oflower semicontinuity of this parameter-containing feasible set mapping under Cottle's CQ.A counter-example is given to show that the lower semicontinuity of this parameter-containing feasible set mapping cannot be obtained under Abadie's CQ, Guignard's CQ or CRCQ.These results may be usedin dealing withnonlinear programming and semi-infinite programming problems.
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A Note on the Lower Semicontinuity of Parameter-Containing Feasible Set Mappings

    Corresponding author: Ji LI ; 

Abstract: This paper studies the lower semicontinuity of parameter-containing feasible set mappings for inequality constraints under some constraint qualifications (CQ) such as Cottle's CQ, Abadie's CQ, Guignard's CQ and CRCQ.We obtain thetheorem oflower semicontinuity of this parameter-containing feasible set mapping under Cottle's CQ.A counter-example is given to show that the lower semicontinuity of this parameter-containing feasible set mapping cannot be obtained under Abadie's CQ, Guignard's CQ or CRCQ.These results may be usedin dealing withnonlinear programming and semi-infinite programming problems.

  • 稳定性分析是数学规划理论的基础[1-13],而含参可行集映射的上、下半连续性又是稳定性分析的关键所在.令$X \subset {\mathbb{R}^m},\mathit{\boldsymbol{x}} \in X,I = \{ 1,2, \cdots ,p\} $为指标集,对任意的iIgi${\mathbb{R}^m} \times {\mathbb{R}^n} \to \mathbb{R}$是实值函数.本文主要讨论下述含参不等式约束集映射(1)的半连续性:

    若对任意的iIgi$\{ \mathit{\boldsymbol{x}}\} \times {\mathbb{R}^n}$上均为下半连续函数,则容易证明K在点x处是上半连续的,但K的下半连续性却不易得到.文献[14]研究了下述含参线性不等式约束集映射

    其中:T是指标集,参数θ属于任意度量空间Θat$\mathit{\Theta} \to {\mathbb{R}^m}{b_t},\mathit{\Theta} \to \mathbb{R}$.给出了该含参不等式约束集映射的下半连续性条件.目前少有文章讨论诸如(1)式这种一般约束集映射的半连续性,本文主要讨论在常见的约束规范下参数不等式约束集映射K的下半连续性.

1.   预备知识
  • $U \subseteq {\mathbb{R}^m},V \subseteq {\mathbb{R}^n},M:U \to {2^V}$为集值映射,M的下半连续性定义如下:

    定义1[15-16] 假设对任意的xUM(x)为紧集合,若对任意收敛到x的序列{xn},{xn}∈U,任意的yM(x)存在序列{yn},满足当n→∞时{yn}→y,且当n足够大时有ynM(xn),则称M在点x处是下半连续的.

    对任意的xXy$\mathbb{R}^n$

    下面回顾一些常见的约束规范:

    定义2[17] gi(xy)(iI(xy))关于y是凸的,称Slater约束规范在点x处满足,若存在y,使得gi(xy)<0,∀iI.

    定义3[17] 对于yK(x)称Cottle约束规范在点(xy)满足,若存在向量d$ \mathbb{R}^n$满足${\nabla _\mathit{\boldsymbol{y}}}{g_i}{(\mathit{\boldsymbol{\overline x}} ,\mathit{\boldsymbol{\overline y}} )^{\rm T}}\mathit{\boldsymbol{d}}<0,\forall i \in I(\mathit{\boldsymbol{\overline x}} ,\mathit{\boldsymbol{\overline y}} )$.

    定义4[17] 对于yK(x)称Abadie约束规范在点(xy)处满足,若CK(x)(y)⊆TK(x)(y).

    定义5[17] 称Constraint Rank约束规范在点(xy)处满足,若存在(xy)的一个开邻域V,使得对任意指标集I1I(xy),$\{ {\nabla _\mathit{\boldsymbol{y}}}{g_i}(\mathit{\boldsymbol{x}},\mathit{\boldsymbol{y}}):j \in {I_1}\} $V上有相同的秩.

2.   主要结果
  • 对于含参可行集映射(1),文献[18]中有如下定理1.

    定理1[18] 假设在x的某邻域内K是一致有界的,对任意iIgi$\{\mathit{\boldsymbol{\overline x}} \} \times { \mathbb{R}^n}$上均为连续函数,对于任意的xXgi关于y是凸的且在x处满足Slater约束规范,则K在点x处是下半连续的.

    注1 即使对∀xXgi是关于y的凸函数,Slater约束规范也不是约束集映射满足下半连续性的必要条件,具体例子见例1.

    例1 令X=[-100, 0],Y=(0,10]×(0,10],xXy=(y1y2)∈Y.集值映射K(x)定义如下:

    简单计算可得K(x)={(y1y2)∈Yy1+y2=1-x}.容易验证在任意点xX处,参数不等式约束集映射(2)均不满足Slater约束规范.因为对在X中收敛到x的任意序列{xn}和yK(x),存在${{y_n}} = \left( {\frac{{{y_1}(1 - {x_n})}}{{{y_1} + {y_2}}},\frac{{{y_2}(1 - {x_n})}}{{{y_1} + {y_2}}}} \right)$,显然{yn}∈K(xn)且{yn}收敛到y,所以K在点x处下半连续.

    定理2表明Cottle约束规范可以保证参数不等式约束集映射的下半连续性.

    定理2 假设

    (ⅰ)对任意的iIgiX×Y上的连续可微函数,

    (ⅱ)对任意的yK(x),参数不等式约束集映射(1)在点(xy)处满足Cottle约束规范,则K在点x处下半连续.

     对于在X中收敛到x的任意序列{xn},以及任意的yK(x),考虑如下两种情形:

    (a) 若gi(xy)<0,∀iI,由gi的连续性可知,对任意收敛到y的序列{yn},存在N${ \mathbb{Z}_ + }$,使得对于∀nN,∀iI,有gi(xnyn)<0,即是ynK(xn).

    (b) 若I(xy)≠Ø,则yK(x),且对任意iI(xy),以及任意的z$ \mathbb{R}^n$都有如下等式成立:

    因为参数不等式约束集映射(1)在点(xy)处满足Cottle约束规范,所以存在z$ \mathbb{R}^n$使得

    因此对$\begin{array}{*{20}{l}} {{\alpha _n} = \sqrt {\left\| {{\mathit{\boldsymbol{x}}_n} - \mathit{\boldsymbol{\overline x}} } \right\|} } \end{array}$存在N1${ \mathbb{Z}_ + }$使得对任意的nN1

    由(a)易知存在N2$ { \mathbb{Z}_ + }$使得对任意的nN2

    所以对任意的n>max{N1N2},有ynK(xn).即K在点x处是下半连续的.

    注2 Cottle约束规范并不是参数不等式约束集映射满足下半连续性的必要条件,具体实例见例2.

    例2 令X=[0,1 000],xX,集值映射K(x)定义如下

    容易验证Cottle约束规范在任意点(xy),yK(x)处均不满足.因为对任意的xXK(x)={0},所以容易验证K在点x处是下半连续的.

    注3 Abadie约束规范和CR约束规范不能保证含参不等式约束集映射(1)的下半连续性,具体实例见例3.

    例3 对任意的x$ \mathbb{R}$考虑如下参数不等式约束集映射

    观察可得不等式约束集(3)等价于

    简单计算可得,对任意的yK(0)={(y1y2)∈$ \mathbb{R}$2$y_1^2$-y2=0},有

    因为对任意的dCK(0)(y),α>0有y2=$y_1^2$d2=2y1d1

    所以dTK(0)(y),即是参数不等式约束集映射(3)在x=0处满足Abadie约束规范.接下来将证明对任意的yK(0),映射(3)在点(0,y)处满足CR约束规范.事实上令

    经过简单计算可得

    因此容易验证对任意的yK(0),存在(0,y)的一个开邻域,使得对每个指标集I1I(0,y),{▽ygj(xy):jI1}在V上有相同的秩.即是对任意yK(0),CR约束规范在点(0,y)处满足.

    图 1不难看出在定点y=(-0.1,0.01)∈K(0)处,对任意收敛到0的序列{xn},不存在收敛到y的序列{yn}使得当n充分大时,有ynK(xn).因此K在0点非下半连续.

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