SIAM Journal on Control and Optimization, Vol.38, No.1, 124-137, 1999
Lipschitz-type stability in nonsmooth convex programs
This paper deals with upper Lipschitzian continuity of the optimal solution to parametrized convex programs with linear equality and inequality constraints and with a convex nondifferentiable objective function. Under quadratic growth conditions for the objective function, some accurate bound for the rate of the upper Lipschitzian continuity is provided.
Keywords:SENSITIVITY ANALYSIS;NONLINEAR PROGRAMS