Estimates for Kuhn-Tucker points of perturbed convex programs

Rüdiger Schultz · Optimization · 1988

For saddle points of perturbed convex-concave functions in finite dimensional space we give a quantitative characterization of upper semicontinuity. Specifying these results to the standard Lagrangian we obtain bounds for Kuhn-Tucker points of perturbed .convex programs without imposing differentiability of the problem functions. As a further application of the underlying techniques we present an estimate which relates the Hausdorff-distance of the graphs of the ∊-subdifferentials of convex, functions to the function distance with respect to the maximum norm.

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