Lipschitz-Type Stability in Nonsmooth Convex Programs
Robert Janin, Jacques Gauvin · SIAM Journal on Control and Optimization · 1999
This paper deals with upper Lipschitzian continuity of the optimal solution to parametrized convex programs with linear equality and inequality constraints and with a convex nondifferentiable objective function. Under quadratic growth conditions for the objective function, some accurate bound for the rate of the upper Lipschitzian continuity is provided.