Geometric characterizations of Lipschitz stability for convex optimization problems

Tran T. A. Nghia

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arXiv · 2402.05215

Geometric characterizations of Lipschitz stability for convex optimization problems

Tran T. A. Nghia

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Abstract

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.

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BibTeX RIS

Tran T. A. Nghia. 2024-02-07. Geometric characterizations of Lipschitz stability for convex optimization problems. https://arxiv.org/abs/2402.05215

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