Asymptotic analysis of perturbed mathematical programs

DOI10.1006/JMAA.2000.7025MaRDI QIDQ1589952zbMATH OpenOpenAlexFDO

Authors J. M. Coulomb, Jerzy Filar, Witold Szczechla

Publication date 19 March 2001

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmaa.2000.7025

zbMATH Keywords

analytic functioncomplex analytic varietyparametric nonlinear programmingPuiseux seriessensitivity analysis

Mathematics Subject Classification ID

Holomorphic mappings, (holomorphic) embeddings and related questions in several complex variables (32H02) Sensitivity, stability, parametric optimization (90C31)

Review text

The authors present a sensitivity analysis of the solutions of a parametric nonlinear programming problem where the feasible set is defined by finitely many equality and inequality constraints. Assuming that both the objective and the constraint functions are analytical in both the state variables and the parameter it is shown that, under weak assumptions, the solutions can be described as Puiseux series expansions in dependence of the parameter. The main tool for obtaining this result is an application of the Remmert-Stein representation theorem for complex analytic varieties.

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Cites work

• scientific article; zbMATH DE number 3912096 (Why is no real title available?)
• scientific article; zbMATH DE number 193548 (Why is no real title available?)
• scientific article; zbMATH DE number 900395 (Why is no real title available?)
• scientific article; zbMATH DE number 3417832 (Why is no real title available?)
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• Perturbation theory for linear operators.

Cited in

(4)

• Perturbation approach to sensitivity analysis in mathematical programming
• On Newton's polygons, Gröbner bases and series expansions of perturbed polynomial programs
• Necessary and sufficient conditions for the inversion of linearly-perturbed bounded linear operators on Banach space using Laurent series
• Gröbner bases in asymptotic analysis of perturbed polynomial programs

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