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3.2.4

Solution Stability

The DA solution depends continuously on its parameters and the data whereas the LP solution does not. An informal analysis follows. Consider an LP solution obtained with . The solution is a local equilibrium satisfying

In the above, or 0, depending on and the configuration of . When is close to for some x, a small change may flip over from one state to the other. This is due to the binary non-linearity of . The flip-over leads to a significantly different solution. This can be expressed as

where is a function which is constantly zero in the domain . The variation with respect to may not be zero for some and , which causes instability. However, the DA solution, denoted , is stable

where denotes the DA solution. Conclusion on the stability due to changes in parameter can be drawn similarly.

The same is also true with respect to the data. Given and fixed, the solution depends on the data, i.e. . Assume a small variation in the data d. The solution must change accordingly to reach a new equilibrium to satisfy the Euler equation. However, there always exist possibilities that may flip over for some x when is near the , resulting in an abrupt change in the LP solution . This can be represented by

That is, the variation with respect to may not be zero for some and d. However, the DA model is stable to such changes, i.e.

because of its continuous nature. From the analysis, it can be concluded that the DA better regularizes ill-posed problems than the LP.