Calmness of partially perturbed linear systems. An application to the convergence analysis of the central path.

Marco Antonio López-Cerdá, M.J. Cánovas, J.A.J. Hall, J. Parra

In this talk we present point-based formulas for the calmness modulus of feasible set mappings associated with partially perturbed linear inequality systems. This is done exclusively in terms of the nominal problem's data, not involving data in a neighborhood, since the expressions for the calmness moduli are given in terms of such nominal data. In the second part, we show how the calmness modulus of a specific feasible set mapping constitutes an ingredient in the analysis of the linear convergence of the central path for a linear program. The result gives a new theoretical insight into not only the componentwise convergence of the complementarity products, but the componentwise convergence of primal and dual solutions in the context of non-degeneracy.