lecture. - CASTLE Lab - Princeton University
lecture. - CASTLE Lab - Princeton University
lecture. - CASTLE Lab - Princeton University
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Perturbed Optimization Problem<br />
Perturbation Theorems<br />
Consider the perturbed optimization problem<br />
where we assume that<br />
minimize f(x)+η(x)<br />
subject to x ∈ C,<br />
• B1. η is Lipschitz continuous modulus κ on C N.<br />
Let g(x) = f(x)+η(x), and consider any ɛ-optimal solution ˜xg ∈ argmin C,ɛg<br />
such that ˜xg ∈ N.<br />
Boris Defourny (ORFE) Lecture 6: Perturbation Analysis in Optimization March 15,2012 21 / 26<br />
(3)
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