Persistence and Continuity of Local Minimizers

Robinson, S.M. (1984). Persistence and Continuity of Local Minimizers. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-84-005

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A fundamental question in nonlinear optimization is that of how optimization problems behave when the functions defining them are changed (e.g., by continuous deformation). Many authors have contributed to our knowledge in this area. This paper presents a very simple and general approach to the continuity analysis of the marginal function and the set of minimizers of such a problem. Two abstract properties are identified as being crucial to good behavior of a problem, and these are then shown to ensure persistence and stability of local optimizers of general nonlinear optimization problems.

Item Type: Monograph (IIASA Collaborative Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:55
Last Modified: 27 Aug 2021 17:12

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