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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: | 27 Aug 2021 17:10 |
| URI: | https://pure.iiasa.ac.at/1685 |
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