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: 14 Mar 2018 10:30
URI: http://pure.iiasa.ac.at/2191

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