Lipschitz Behavior of Solutions to Convex Minimization Problems

Aubin J-P (1981). Lipschitz Behavior of Solutions to Convex Minimization Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-81-076

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Abstract

We derive the Lipschitz dependence of the set of solutions of a convex minimization problem and its Lagrange multipliers upon the natural parameters from an Inverse Function Theorem for set-valued maps. This requires the use of contingent and Clarke derivatives of set-valued maps, as well as generalized second derivatives of convex functions.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:49
Last Modified: 22 Jul 2016 13:38
URI: http://pure.iiasa.ac.at/1685

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