Skip to main content
1 of 5

Lipschitz continuity of solution set mapping of a parametric convex optimization problem

I have a parametric convex optimization problem:

\begin{array}{cl} \underset{x}{\text{minimize}} & f\left(x,z\right)\\ \text{subject to} & g\left(x,z\right)\leq0 \end{array}

where $x$ is the variable and $z$ is a parameter. I am looking for known results about the Lipschitz continuity of the solution set mapping $S\left(z\right)$ which is defined as: \begin{equation} S\left(z\right)=\text{argmax}\ f\left(x,z\right)\ \text{s.t. } g{\left(x,z\right)\leq0} \end{equation}

In my problem, $f$ is convex and I assume that the parameter z takes its value in a convex and compact set ${\cal Z}$. Can someone please suggest a classic reference or conditions for the Lipschitz continuity of S? Thank you!