Geometric characterizations of Lipschitz stability for convex optimization problems

التفاصيل البيبلوغرافية
العنوان: Geometric characterizations of Lipschitz stability for convex optimization problems
المؤلفون: Nghia, Tran T. A.
سنة النشر: 2024
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Optimization and Control, 49J52, 49J53, 49K40, 90C25, 90C31
الوصف: In this paper, we mainly study tilt stability and Lipschitz stability of convex optimization problems. Our characterizations are geometric and fully computable in many important cases. As a result, we apply our theory to the group Lasso problem and the nuclear norm minimization problem and reveal that the Lipschitz stability of the solution mapping in these problems is automatic whenever the solution mapping is single-valued.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2402.05215
رقم الأكسشن: edsarx.2402.05215
قاعدة البيانات: arXiv