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Quantitative Stability of Optimization Problems with Stochastic Constraints

Author

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  • Wei Ouyang

    (School of Mathematics, Yunnan Normal University, Kunming 650500, China
    Current address: Yunnan Key Laboratory of Modern Analytical Mathematics and Applications, Kunming 650500, China.)

  • Kui Mei

    (School of Mathematics, Yunnan Normal University, Kunming 650500, China)

Abstract

In this paper, we consider optimization problems with stochastic constraints. We derive quantitative stability results for the optimal value function, the optimal solution set and the feasible solution set of optimization models in which the underlying stochastic constraints involve the mathematical expectation of random single-valued and set-valued mappings, respectively. New primal sufficient conditions are developed for the uniform error bound property of the stochastic constraint system for the single-valued case.

Suggested Citation

  • Wei Ouyang & Kui Mei, 2023. "Quantitative Stability of Optimization Problems with Stochastic Constraints," Mathematics, MDPI, vol. 11(18), pages 1-13, September.
    • Handle: RePEc:gam:jmathe:v:11:y:2023:i:18:p:3885-:d:1238324
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    References listed on IDEAS

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