Work

Lipschitz and differentiable dependence of solutions on a parameter in a scalarization method

Year: 1987

Type: article

Abstract: This paper is concerned with a vector optimization problem set in a normed space where optimality is defined through a convex cone. The vector problem can be solved using a parametrized scalar problem. Under some convexity assumptions, it is shown that dependence of optimal solutions on the parameter is Lipschitz continuous. Hence differentiable dependence on the solutions on the parameter is derived.

Source: Journal of the Australian Mathematical Society Series A Pure Mathematics and Statistics

DOI: 10.1017/s1446788700028639

Author: Alicia Sterna-Karwat

Institution: Monash University

Language: English

Topic: Optimization and Variational Analysis

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W2109800567

FWCI: 0.451

Cites: 18

Cited by: 18

Related to: 10