Lipschitz modulus of the argmin mapping in convex quadratic optimization

M. J. Cánovas Cánovas, M. Fukushima, J. Parra López

This work was initially motivated by the computation of the Lipschitz modulus of the metric projection on polyhedral convex sets in the Euclidean space when both the reference point and the polyhedron where it is projected are subject to perturbations. The talk tackles the more general problem of computing the Lipschitz modulus of the argmin mapping in the framework of canonically perturbed convex quadratic problems. We point out the fact that a point-based formula (depending only on the nominal data) for such a modulus is provided. In this way, the paper extends to the current quadratic setting some results previously developed in linear programming. As an application, we provide a point-based formula for the Lipschitz modulus of the metric projection on a polyhedral convex set.

Keywords: Aubin property, Lipschitz modulus, quadratic programming, linear programming, argmin mapping

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