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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: | 27 Aug 2021 17:11 |
| URI: | https://pure.iiasa.ac.at/2191 |
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