Lipschitz Behavior of the Robust Regularization

DOI10.1137/08073682XzbMath1202.49047arXiv0810.0098MaRDI QIDQ3162578

Chin How Jeffrey Pang, Adrian S. Lewis

Publication date: 20 October 2010

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.0098

zbMATH Keywords

nonsmooth analysis; regularization; robust control; robust optimization; locally Lipschitz; semi-algebraic functions; semidefinite representable regularization

Mathematics Subject Classification ID

93B35: Sensitivity (robustness)

90C30: Nonlinear programming

65K10: Numerical optimization and variational techniques

49N60: Regularity of solutions in optimal control

15A18: Eigenvalues, singular values, and eigenvectors

14P10: Semialgebraic sets and related spaces

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Uses Software

• Eigtool