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Original Articles

Stability of systems of linear equations and inequalities: distance to ill-posedness and metric regularity

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Pages 1-24 | Received 30 Jun 2005, Accepted 08 Feb 2006, Published online: 13 Oct 2011
 

Abstract

In this article we consider the parameter space of all the linear constraint systems, in the n-dimensional Euclidean space, whose inequality constraints are indexed by an arbitrary, but fixed, set T (possibly infinite) and the number of equations is m≤ n. This parameter space is endowed with the topology of the uniform convergence of the coefficient vectors by means of an extended distance. Our focus is on the stability of the nominal system in terms of whether or not proximal systems preserve consistency/inconsistency. We pay special attention to the different frameworks coming from either splitting each equation into two inequalities, or treating equations as equations. The notable differences arising in the latter setting with respect to the former are emphasized in the article. Ill-posedness is identified with the boundary of the set of consistent systems and a formula for the distance to ill-posedness is obtained. This formula turns out to be closely related with the radius of metric regularity of a set-valued mapping describing homogeneous systems.

Acknowledgments

This research has been partially supported by grants BFM2002-04114-C02-02 and MTM2005-08572-C03-02 from MEC (Spain) and FEDER (E.U.), and GV04B-648, GRUPOS04/79 and ACOMP06/203 from Generalitat Valenciana (Spain). F.J. Gómez-Senent acknowledges a special permission for studies (‘Licencia por Estudios’) from Consejería de Educación y Cultura de la Región de Murcia (Spain).

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