Lipschitz Behavior of the Robust Regularization

DOI10.1137/08073682XzbMath1202.49047arXiv0810.0098MaRDI QIDQ3162578

Chin How Jeffrey Pang, Adrian S. Lewis

Publication date: 20 October 2010

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.0098

zbMATH Keywords

nonsmooth analysisregularizationrobust controlrobust optimizationlocally Lipschitzsemi-algebraic functionssemidefinite representable regularization

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Regularity of solutions in optimal control (49N60) Eigenvalues, singular values, and eigenvectors (15A18) Semialgebraic sets and related spaces (14P10)

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Uses Software

• Eigtool

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