On Well-Posedness and Stability Analysis in Optimization
Roberto Lucchetti, T. Zolezzi
Abstract
We review the basic concepts of well-posedness in scalar optimization: Hadamard, Tikhonov, Levitin-Polyak and strong well-posedness. We discuss in some detail a more recent approach, well-posedness by perturbations. We provide several examples, paying special attention to mathematical and convex programming.
Topics & Concepts
Stability (learning theory)Computer scienceApplied mathematicsMathematicsMachine learningOptimization and Variational AnalysisAdvanced Optimization Algorithms Research