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.
Variational analysis 2026-10-06
Variational analysis studies optimization, perturbation stability and generalized differentiation through functions, sets and set-valued mappings. Convex analysis is a foundational special case; limiting normal constructions also handle nonconvex geometry.