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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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: 27 Aug 2021 17:10

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