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Lipschitz Continuity of inf-Projections

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Abstract

It is shown that local epi-sub-Lipschitz continuity of the function-valued mapping associated with a perturbed optimization problem yields the local Lipschitz continuity of the inf-projections (= marginal functions, = infimal functions). The use of the theorem is illustrated by considering perturbed nonlinear optimization problems with linear constraints.

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Wets, R.JB. Lipschitz Continuity of inf-Projections. Computational Optimization and Applications 25, 269–282 (2003). https://doi.org/10.1023/A:1022925725741

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  • DOI: https://doi.org/10.1023/A:1022925725741

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