Asymptotic analysis of perturbed mathematical programs (Q1589952)
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English | Asymptotic analysis of perturbed mathematical programs |
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Asymptotic analysis of perturbed mathematical programs (English)
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19 March 2001
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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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sensitivity analysis
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parametric nonlinear programming
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analytic function
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complex analytic variety
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Puiseux series
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