arXiv:1611.08227 [math.OC]AbstractReferencesReviewsResources
Lipschitz and Hölder stability of optimization problems and generalized equations
Helmut Gfrerer, Diethard Klatte
Published 2016-11-24Version 1
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 H\"older 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.
Journal: Math. Program., Ser. A, 158 (2016), pp.35-75
Categories: math.OC
Keywords: generalized equations, optimization problems, hölder stability, parametric mathematical programs, constraint qualifications ensuring metric subregularity
Tags: journal article
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