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Differential stability of solutions to parametric optimization problems

✍ Scribed by Murali Rao; Jan Sokolowski

Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
578 KB
Volume
14
Category
Article
ISSN
0170-4214

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✦ Synopsis

Communicated by B. Brosowski

A method for the differential stability of solutions to a class of parametric optimization problems is proposed. Any solution of the parametric optimization problem is given as a fixed point of the metric projection onto the set of admissible coefficients. A new result on the differential stability of the metric projection in Sobolev space H2(f2) onto a set of admissible parameters is obtained. The stability results with respect to perturbations of observations for the solutions to a coefficient estimation problem for a second-order elliptic equation are derived.

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