On the Lipschitz Behavior of Optimal Solutions in Parametric Problems of Quadratic Optimization and Linear Complementarity

Klatte D (1983). On the Lipschitz Behavior of Optimal Solutions in Parametric Problems of Quadratic Optimization and Linear Complementarity. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-83-121

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Abstract

In this paper S.M. Robinson's result concerning the upper Lipschitz continuity of polyhedral multifunctions is used to study the Lipschitz behavior of (generally non-polyhedral) optimal set mappings in certain parametric optimization problems. Under mild assumptions, the corresponding value functions are shown to be Lipschitzian on bounded convex sets.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:52
Last Modified: 07 Nov 2016 20:37
URI: http://pure.iiasa.ac.at/2191

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