4.6 Article

Lipschitz and Holder stability of optimization problems and generalized equations

期刊

MATHEMATICAL PROGRAMMING
卷 158, 期 1-2, 页码 35-75

出版社

SPRINGER HEIDELBERG
DOI: 10.1007/s10107-015-0914-1

关键词

Mathematical programs with disjunctive constraints; Stationarity; Metric subregularity; Variational analysis; Upper Lipschitz stability; Upper Holder stability

资金

  1. Austrian Science Fund (FWF) [P26132-N25]
  2. Austrian Science Fund (FWF) [P26132] Funding Source: Austrian Science Fund (FWF)
  3. Austrian Science Fund (FWF) [P 26132] Funding Source: researchfish

向作者/读者索取更多资源

This paper studies stability aspects of solutions of parametric mathematical programs and generalized equations, respectively, with disjunctive constraints. We present sufficient conditions that, under some constraint qualifications ensuring metric subregularity of the constraint mapping, continuity results of upper Lipschitz and upper Holder type, respectively, hold. Furthermore, we apply the above results to parametric mathematical programs with equilibrium constraints and demonstrate, how some classical results for the nonlinear programming problem can be recovered and even improved by our theory.

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