On the Lipschitz behavior of optimal solutions in parametric problems of quadratic optimization and linear complementarity
We consider parametric optimization problems of the type min where Г is a polyhedral multifunction. It is shown that, under natural assumptions, the optimal set mapping and the infimum function of such a problem are Lipschitzian in some sense. The results are applied to a (generally non-convex) quad...
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Veröffentlicht in: | Optimization 1985-01, Vol.16 (6), p.819-831 |
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Format: | Artikel |
Sprache: | eng |
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Zusammenfassung: | We consider parametric optimization problems of the type min
where Г is a polyhedral multifunction. It is shown that, under natural assumptions, the optimal set mapping and the infimum function of such a problem are Lipschitzian in some sense. The results are applied to a (generally non-convex) quadratic optimization problem parameterized in the linear part of the objective function and in the right-hand side of the constraints. In out studies we essentially use arguments from linear parametric optimization and S.M. Robinson's theorem on the upper Lipschitz continuity of polyhedral multifunctions. |
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ISSN: | 0233-1934 1029-4945 |
DOI: | 10.1080/02331938508843080 |