Primal–Dual Stability in Local Optimality

Much is known about when a locally optimal solution depends in a single-valued Lipschitz continuous way on the problem’s parameters, including tilt perturbations. Much less is known, however, about when that solution and a uniquely determined multiplier vector associated with it exhibit that depende...

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Bibliographic Details
Published in:Journal of optimization theory and applications Vol. 203; no. 2; pp. 1325 - 1354
Main Authors: Benko, Matúš, Rockafellar, R. Tyrrell
Format: Journal Article
Language:English
Published: New York Springer US 01.11.2024
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ISSN:0022-3239, 1573-2878
Online Access:Get full text
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