Abstract
This paper deals with the dependence of the solutions and the associated multipliers of a nonlinear programming problem when the data of the problem are subjected to small perturbations. Sufficient conditions are given which imply that the solutions and the multipliers of a perturbed nonlinear programming problem are Lipschitzian with respect to the perturbations.
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Communicated by O. L. Mangasarian
The authors wish to thank J. Drèze and J. P. Vial for many helpful discussions and J. B. Hiriart-Urruty for comments on a previous version of the paper.
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Cornet, B., Laroque, G. Lipschitz properties of solutions in mathematical programming. J Optim Theory Appl 53, 407–427 (1987). https://doi.org/10.1007/BF00938947
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DOI: https://doi.org/10.1007/BF00938947