Lipschitz properties of solutions in mathematical programming
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This paper deals with the dependence of the solutions and the associated multipliers of a nonlinear programming problem when the data of the problem are subjected to small perturbations. Sufficient conditions are given which imply that the solutions and the multipliers of a perturbed nonlinear programming problem are Lipschitzian with respect to the perturbations.
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Cites work
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Cited in
(21)- Fair allocations in large economies
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- Existence, uniqueness and determinacy of Arrow-Debreu equilibria in finance models
- Necessary optimality conditions for Stackelberg problems
- Directional Lipschitzian optimal solution of infinite-dimensional optimization problems
- Constraint qualification in a general class of Lipschitzian mathematical programming problems
- Sensitivity and stability analysis for nonlinear programming
- On the stability of solutions in honlinear programming
- Lipschitz Behavior of Solutions to Convex Minimization Problems
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- scientific article; zbMATH DE number 1099075 (Why is no real title available?)
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- On the lower semicontinuity of optimal solution sets
- Lipschitz Continuity of Solutions of Linear Inequalities, Programs and Complementarity Problems
- Convergence properties of an algorithm for solving non-differentiable optimal control problems
- A dimension-reduced method of sensitivity analysis for stochastic user equilibrium assignment model
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