Lipschitzian Stability of Epsilon-Approximate Solutions in Convex Optimization

Attouch H & Wets RJ-B (1987). Lipschitzian Stability of Epsilon-Approximate Solutions in Convex Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-025

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Abstract

We prove that the epsilon-optimal solutions are Lipschitzian with respect to data perturbations when these are measured in terms of the epigraphical distance.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:58
Last Modified: 23 Jul 2016 05:27
URI: http://pure.iiasa.ac.at/3026

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