Stability of the Feasible Set Mapping of Linear Systems with an Exact Constraint Set

This paper deals with the stability of the feasible set mapping of linear systems of an arbitrary number (possibly infinite) of equations and inequalities such that the variable x ranges on a certain fixed constraint set X subset of R-n (X could represent the solution set of a given constraint system, e. g., the positive cone of Rn in the case of sign constraints). More in detail, the paper provides necessary as well as sufficient conditions for the lower and upper semicontinuity (in Berge sense), and the closedness, of the set-valued mapping which associates, with any admissible perturbation of the given (nominal) system its feasible set. The parameter space is formed by all the systems having the same structure (i.e., the same number of variables, equations and inequalities) as the nominal one, and the perturbations are measured by means of the pseudometric of the uniform convergence.Partially supported by Fondecyt Grant 1020(7020)-646 and DI-U. de Chile Grant ENL 06/11, and by MEC and FEDER, Grant MTM2005-08572-C03-01