Lipschitz and Hölder stability of optimization problems and generalized equations
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Publication:304221
DOI10.1007/S10107-015-0914-1zbMATH Open1345.49030arXiv1611.08227OpenAlexW1235853611MaRDI QIDQ304221FDOQ304221
Authors: Helmut Gfrerer, Diethard Klatte 
Publication date: 25 August 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Abstract: This paper studies stability aspects of solutions of parametric mathematical programs and generalized equations, respectively, with disjunctive constraints. We present sufficient conditions that, under some constraint qualifications ensuring metric subregularity of the constraint mapping, continuity results of upper Lipschitz and upper H"older type, respectively, hold. Furthermore, we apply the above results to parametric mathematical programs with equilibrium constraints and demonstrate, how some classical results for the nonlinear programming problem can be recovered and even improved by our theory.
Full work available at URL: https://arxiv.org/abs/1611.08227
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stationaritynonlinear programminggeneralized equationsLipschitz stabilityoptimization problemsvariational analysisdisjunctive constraintsmetric subregularityHölder stability
Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Set-valued and variational analysis (49J53) Sensitivity, stability, well-posedness (49K40)
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