Lipschitz Continuity of inf-Projections |
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Authors: | Roger J.-B. Wets |
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Affiliation: | (1) Department of Mathematics, University of California, Davis |
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Abstract: | It is shown that local epi-sub-Lipschitz continuity of the function-valued mapping associated with a perturbed optimization problem yields the local Lipschitz continuity of the inf-projections (= marginal functions, = infimal functions). The use of the theorem is illustrated by considering perturbed nonlinear optimization problems with linear constraints. |
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Keywords: | set-valued mapping function-valued mapping Lipschitz continuity sub-Lipschitz continuity marginal function infimal function |
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