Graph of a set-valued mapping 2026-10-06
The graph is . Local graph normals encode the Mordukhovich coderivative and hence the Aubin property. Graph closedness is a local hypothesis in the sensitivity criterion.
Mordukhovich criterion 2026-10-06
In finite dimensions, if the graph is locally closed at , the Aubin property holds exactly when . Thus no nonzero horizontal vector in the limiting normal cone may occur. The exact local Lipschitz modulus is the outer norm of this coderivative.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 325 3 i Solution Created 2026-10-03 Updated 2026-10-06
Let be a set-valued mapping and let . The Aubin property at means there are neighborhoods of , of , and a finite constant such thatHere is the closed unit ball. Equivalently, every solution near can be matched to a solution within . The localization is on the left-hand side: the matching point need not be in . The property is also called the Lipschitz-like property.
For sensitivity analysis, let represent data or perturbations and the set of feasible or optimal solutions. The Aubin property bounds how far a nearby solution can move when the data change. Taking , also guarantees a nearby solution for each sufficiently small perturbation . It is a stability estimate for a relation, and by itself does not imply uniqueness or differentiability. For a single-valued solution map, it reduces to local Lipschitz continuity.
Past exam of the mathematics course of the University of Cambridge 2016 iii Paper 325 3 iv Solution Created 2026-10-03 Updated 2026-10-06
Yes: the solution map is locally affine, hence has the Aubin property. Keep the regularization parameter fixed and define the active hinge setSince none of the margins vanishes, the optimality condition at the reference data has no fractional weights:For nearby , define the candidateEach map is continuous and is nonzero at . Because there are finitely many samples, all their signs remain unchanged on a common neighborhood of . Therefore the same set is active at for every . The hinge-loss optimality weights are still on and off , and the defining equation for proves the subgradient optimality condition. Strong convexity makes this candidate the unique global minimizer. Consequently the solution map of a parametric optimization problem satisfiesThis argument establishes stability of the active pattern without presupposing continuity of the unknown optimizer; continuity is used only for an explicit candidate and then optimality is checked.
For , the Cauchy-Schwarz inequality givesThis is the Aubin property with . In fact this constant is the exact local Lipschitz continuity modulus of the affine branch, since its derivative isThe active-set dependence of this derivative is the active-set sensitivity of hinge-loss minimization. At a vanishing margin the affine-branch argument no longer applies, although failure of this particular argument does not by itself prove failure of the Aubin property.
For the illustration, take , , and with . The hinge-loss optimality weights giveOn the middle branch the first margin is exactly zero, so that branch lies outside the strict-margin hypothesis. The example makes clear why the local affine conclusion is tied to that hypothesis, and also shows that a zero margin need not destroy local Lipschitz stability.
The solution map sends a data parameter to the set of minimizers of the associated objective, . Existence, uniqueness and local stability are distinct questions. Strong convexity gives uniqueness when a minimizer exists; the Aubin property gives a perturbation bound.
