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10

SIAMJO
2000

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Stability of Locally Optimal Solutions

13 years 4 months ago

Stability of Locally Optimal Solutions

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: Necessary and sufficient conditions are obtained for the Lipschitzian stability of local solutions to finite-dimensional parameterized optimization problems in a very general setting. Properties of prox-regularity of the essential objective function and positive definiteness of its coderivative Hessian are the key to these results. A previous characterization of tilt stability comes out as a special case.

A. B. Levy, R. A. Poliquin, R. Tyrell Rockafellar

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Essential Objective Function | Finite-dimensional Parameterized Optimization | Lipschitzian Stability | SIAMJO 2000 |

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Added	19 Dec 2010
Updated	19 Dec 2010
Type	Journal
Year	2000
Where	SIAMJO
Authors	A. B. Levy, R. A. Poliquin, R. Tyrell Rockafellar

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