Attouch, H. & Wets, R.J.-B. (1987). Lipschitzian Stability of Epsilon-Approximate Solutions in Convex Optimization. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-87-025
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Abstract
We prove that the epsilon-optimal solutions are Lipschitzian with respect to data perturbations when these are measured in terms of the epigraphical distance.
Item Type: | Monograph (IIASA Working Paper) |
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Research Programs: | Adaption and Optimization (ADO) |
Depositing User: | IIASA Import |
Date Deposited: | 15 Jan 2016 01:58 |
Last Modified: | 27 Aug 2021 17:13 |
URI: | https://pure.iiasa.ac.at/3026 |
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