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Rates of Stability in Nonlinear Programming

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  • Michael H. Stern
  • Donald M. Topkis

    (Hebrew University, Jerusalem, Israel)

Abstract

We give conditions on a nonlinear programming problem for the set of feasible solutions to have stability on the order of a Lipschitz condition. These results then imply conditions for the optimal value of the objective function to satisfy a Lipschitz condition with respect to the right-hand side vector as well as for the set of ϵ-optimal solutions to have stability on the order of a Lipschitz condition. Results are obtained both with and without convexity assumptions.

Suggested Citation

  • Michael H. Stern & Donald M. Topkis, 1976. "Rates of Stability in Nonlinear Programming," Operations Research, INFORMS, vol. 24(3), pages 462-476, June.
    • Handle: RePEc:inm:oropre:v:24:y:1976:i:3:p:462-476
    DOI: 10.1287/opre.24.3.462
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    Cited by:

    1. Giorgio & Cesare, 2018. "A Tutorial on Sensitivity and Stability in Nonlinear Programming and Variational Inequalities under Differentiability Assumptions," DEM Working Papers Series 159, University of Pavia, Department of Economics and Management.

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