Lipschitzian Stability in Optimization: The Role of Nonsmooth Analysis

  • R. T. Rockafellar
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 255)

Abstract

The motivations of nonsmooth analysis are discussed. Applications are given to the sensitivity of optimal values, the interpretation of Lagrange multipliers, and the stability of constraint systems under perturbation.

Keywords

Mold Hull Aire 

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Copyright information

© Springer-Verlag Berlin Heidelberg 1985

Authors and Affiliations

  • R. T. Rockafellar
    • 1
  1. 1.Department of MathematicsUniversity of WashingtonSeattleUSA

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