Abstract
We study generalized parametric optimization problems in Banach spaces, given by continuously Fréchet differentiable mappings and some abstract constraints, in terms of local Lipschitz continuity of the optimal value function. Therefore, we make use of the well-known regularity condition by Kurcyusz, Robinson and Zowe, an inner semicontinuity property of the solution set mapping and some earlier results by Mordukhovich, Nam and Yen. The main theorem presents a handy formula which can be used in order to approximate the Clarke subdifferential of the optimal value function, provided that the conditions mentioned above are satisfied and hence the optimal value function is locally Lipschitz continuous. Throughout the paper we avoid any compactness assumptions.
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Dempe, S., Mehlitz, P. Lipschitz continuity of the optimal value function in parametric optimization. J Glob Optim 61, 363–377 (2015). https://doi.org/10.1007/s10898-014-0169-z
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DOI: https://doi.org/10.1007/s10898-014-0169-z