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
- Convex Analysis
- Generalized equations and their solutions, part II: Applications to nonlinear programming
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- scientific article; zbMATH DE number 3528062 (Why is no real title available?)
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- Lipschitz Behavior of Solutions to Convex Minimization Problems
- Lipschitzian Solutions of Perturbed Nonlinear Programming Problems
- On the inverse function theorem
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Sensitivity analysis for nonlinear programming using penalty methods
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Cited in
(21)- Fair allocations in large economies
- An implicit-function theorem for \(C^{0,1}\)-equations and parametric \(C^{1,1}\)-optimization
- A proof of the necessity of linear independence condition and strong second-order sufficient optimality condition for Lipschitzian stability in nonlinear programming
- 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
- scientific article; zbMATH DE number 3989117 (Why is no real title available?)
- Lipschitzian Solutions of Perturbed Nonlinear Programming Problems
- Stability results for stochastic programming problems
- Metric regularity, openness and Lipschitzian behavior of multifunctions
- Sharp Lipschitz Constants for Basic Optimal Solutions and Basic Feasible Solutions of Linear Programs
- scientific article; zbMATH DE number 1099075 (Why is no real title available?)
- scientific article; zbMATH DE number 1163267 (Why is no real title available?)
- 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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