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On the Lipschitz Behavior of Optimal Solutions in Parametric Problems of Quadratic Optimization and Linear Complementarity

Abstract

In this paper S.M. Robinson's result concerning the upper Lipschitz continuity of polyhedral multifunctions is used to study the Lipschitz behavior of (generally non-polyhedral) optimal set mappings in certain parametric optimization problems. Under mild assumptions, the corresponding value functions are shown to be Lipschitzian on bounded convex sets

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