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Regions of stability for ill-posed convex programs: An addendum
Applications of Mathematics, Tome 31 (1986) no. 2, pp. 109-117
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The marginal value formula in convex optimization holds in a more restrictive region of stability than that recently claimed in the literature. This is due to the fact that there are regions of stability where the Lagrangian multiplier function is discontinuous even for linear models.
The marginal value formula in convex optimization holds in a more restrictive region of stability than that recently claimed in the literature. This is due to the fact that there are regions of stability where the Lagrangian multiplier function is discontinuous even for linear models.
DOI : 10.21136/AM.1986.104191
Classification : 65K05, 90C25, 90C31
Keywords: convex optimization; marginal value formula; bi-convex mathematical model; regions of stability; Lagrange multiplier 
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Zlobec, Sanjo. Regions of stability for ill-posed convex programs: An addendum. Applications of Mathematics, Tome 31 (1986) no. 2, pp. 109-117. doi: 10.21136/AM.1986.104191

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