Characterization of perturbed mathematical programs and interval analysis

DOI10.1007/BF01582158MaRDI QIDQ1315426zbMATH OpenFDO

Authors John J. Dinkel, Marietta J. Tretter

Publication date 10 March 1994

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01582158

zbMATH Keywords

interval arithmeticperturbed convex programs

Mathematics Subject Classification ID

Interval and finite arithmetic (65G30) Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31)

Review text

Interval arithmetic was developed by \textit{R. E. Moore} [`Interval analysis' (1966; Zbl 0176.133)] as a method to yield more precise numerical computations. Several authors have used interval arithmetic to deal with parametric or sensitivity analysis in mathematical programming problems. In this paper, the authors present a characterization of perturbed convex programs and the resulting solution interval. Several examples of a non- intuitive behavior of perturbed convex problems are presented and it is illustrated how interval arithmetic deals with such situations.

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Cites work

• An Interval Arithmetic Approach to Sensitivity Analysis in Geometric Programming
• Bounding Global Minima
• Bounding Global Minima with Interval Arithmetic
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• Computable error bounds for nonlinear programming
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• scientific article; zbMATH DE number 193463 (Why is no real title available?)
• scientific article; zbMATH DE number 3281219 (Why is no real title available?)
• Interval Newton methods and perturbed problems
• Introduction to sensitivity and stability analysis in nonlinear programming

Cited in

(4)

• Asymptotic analysis of perturbed mathematical programs
• An Interval Arithmetic Approach to Sensitivity Analysis in Geometric Programming
• Idempotent interval analysis and optimization problems
• Maximizing strictly convex quadratic functions with bounded perturbations

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