Stability of Locally Optimal Solutions

: Necessary and sufficient conditions are obtained for the Lipschitzian stability of local solutions to finite-dimensional parameterized optimization problems in a very general setting. Properties of prox-regularity of the essential objective function and positive definiteness of its coderivative Hessian are the key to these results. A previous characterization of tilt stability comes out as a special case.

• Type: Journal
• Year: 2000
• Where: SIAMJO
• Authors: A. B. Levy, R. A. Poliquin, R. Tyrell Rockafellar
• Keywords: Essential Objective Function, Finite-dimensional Parameterized Optimization, Lipschitzian Stability, SIAMJO 2000