Stability of Locally Optimal Solutions

A. B. Levy, R. A. Poliquin, R. TYRRELL ROCKAFELLAR · SIAM Journal on Optimization · 2000

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 keys to these results. A previous characterization of tilt stability arises as a special case.

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