Stability of locally optimal solutions

Authors
Levy, AB Poliquin, RA Rockafellar, RT
Citation
Ab. Levy et al., Stability of locally optimal solutions, SIAM J OPTI, 10(2), 2000, pp. 580-604
Citations number
16
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
10
Issue
2
Year of publication
2000
Pages
580 - 604
Database
ISI
SICI code
1052-6234(20000223)10:2<580:SOLOS>2.0.ZU;2-L
Abstract
Necessary and sufficient conditions are obtained for the Lipschitzian stabi lity of local solutions to finite-dimensional parameterized optimization pr oblems in a very general setting. Properties of prox-regularity of the esse ntial objective function and positive definiteness of its coderivative Hess ian are the keys to these results. A previous characterization of tilt stab ility arises as a special case.