Lipschitz-Type Stability in Nonsmooth Convex Programs

  • Authors:

  • Robert Janin;Jacques Gauvin

  • Affiliations:

  • -;-

  • Venue:
  • SIAM Journal on Control and Optimization
  • Year:
  • 1999

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Abstract

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.