Stable extensions of constrained optimization problems (Q1824855)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Stable extensions of constrained optimization problems
scientific article

    Statements

    Stable extensions of constrained optimization problems (English)
    0 references
    0 references
    1989
    0 references
    Using ``language'' and methods of proximity spaces [see, e.g., \textit{S. A. Naimpally} and \textit{B. D. Warrack}, Proximity spaces (1970; Zbl 0206.246)] a parameter-dependent optimization problem with inequality constraints is extended in such a way, that under conditions (which are weaker than those of known theorems, corresponding to this topic) marginal functions (e.g. the optimal value function) are in a well- defined sense continuous. The classical marginal functions do not have such stability properties. The above mentioned extension is in some sense a most general one. The results are supported by earlier papers of the author [Kybernetika 22, 289-298 (1986; Zbl 0626.49013); SIAM J. Control Optimization 24, 951- 960 (1986; Zbl 0603.90137)].
    0 references
    0 references
    proximity spaces
    0 references
    parameter-dependent optimization problem
    0 references
    inequality constraints
    0 references
    marginal functions
    0 references
    stability
    0 references