Expansion of exact and approximate solutions in nonlinear programming
[For the entire collection see Zbl 0746.00073.] A mathematical programming problem \(f(x,u)\mapsto\min_ x\), subject to \(g_ i(x,u)=0\), \(i=1,\dots,q\), \(g_ i(x,u)\leq 0\), \(i=q+1,\dots,p\) is considered, where \(u\) is a positive scalar parameter. Conditions for (right-) differentiability of the value function are obtained and a formula for the first derivative is given, which is related to the expansion of the solution and involves the solution of certain auxiliary quadratic programming problem. The paper contributes essentially to the sensitivity analysis of the problem in several directions: directional qualification hypothesis is used instead of the Mangasarian-Fromovitz one, a weaker (stability) condition than the standard second order sufficient optimality condition is supposed, a second order expansion is obtained under conditions formulated in the terms of certain auxiliary problem.
- scientific article; zbMATH DE number 69319
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- scientific article; zbMATH DE number 5799881 (Why is no real title available?)
- scientific article; zbMATH DE number 69319 (Why is no real title available?)
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