Boundary of subdifferentials and calmness moduli in linear semi-infinite optimization

Abstract

This paper was originally motivated by the problem of providing a point-based formula (only involving the nominal data, and not data in a neighborhood) for estimating the calmness modulus of the optimal set mapping in linear semi-infinite optimization under perturbations of all coefficients. With this aim in mind, the paper establishes as a key tool a basic result on finite-valued convex functions in the -dimensional Euclidean space. Specifically, this result provides an upper limit characterization of the boundary of the subdifferential of such a convex function. When applied to the supremum function associated with our constraint system, this characterization allows us to derive an upper estimate for the aimed calmness modulus in linear semi-infinite optimization under the uniqueness of nominal optimal solution.