Quantitative stability of variational systems: III. ℝà-approximate solutions

Quantitative stability of variational systems: III. ℝà-approximate solutions

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Article ID: iaor19942381
Country: Netherlands
Volume: 61
Issue: 2
Start Page Number: 197
End Page Number: 214
Publication Date: Sep 1993
Journal: Mathematical Programming (Series A)
Authors: ,
Abstract:

The authors prove that the •-optimal solutions of convex optimization problems are Lipschitz continuous with respect to data perturbations when these are measured in terms of the epi-distance. A similar property is obtained for the distance between the level sets of extended real valued functions. The authors also show that these properties imply that •-subgradient mapping is Lipschitz continuous.

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