Lipschitzian Stability of Epsilon-Approximate Solutions in Convex Optimization

Authors:   Attouch H, Wets RJ-B

Publication Year:   1987

Reference:  IIASA Working Paper WP-87-025

Abstract

We prove that the epsilon-optimal solutions are Lipschitzian with respect to data perturbations when these are measured in terms of the epigraphical distance.

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