Stability of convex programs under a distributed constraint qualification

Abstract

Summary: We consider a convex program

Satisfying

for some bounded random vector .

We show that this program and small perturbations of it have uniformly bounded pre-manual solutions.

Keywords:

• Convex programming
• duality
• variational convergence

AMS 1980 Subject Classification:

• Primary:90 C 25
• Secondary:49 A 55