Hölder Continuity of the Saddle Point Set for Real-Valued Functions

Xiaobing Li, Zhi Lin, Qilin Wang, Jiawei Chen · Numerical Functional Analysis and Optimization · 2017

This paper is concerned with Hölder continuity of the solution to a saddle point problem. Some new sufficient conditions for the uniqueness and Hölder continuity of the solution for a perturbed saddle point problem are established. Applications of the result on Hölder continuity of the solution for perturbed constrained optimization problems are presented under mild conditions. Examples are given to illustrate the obtained results.

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