Rates of Stability in Nonlinear Programming

Abstract

We give conditions on a nonlinear programming problem for the set of feasible solutions to have stability on the order of a Lipschitz condition. These results then imply conditions for the optimal value of the objective function to satisfy a Lipschitz condition with respect to the right-hand side vector as well as for the set of ϵ-optimal solutions to have stability on the order of a Lipschitz condition. Results are obtained both with and without convexity assumptions.