Lagrange multipliers with optimal sensitivity properties in constrained optimization

MaRDI QIDQ5493570zbMATH OpenFDO

Authors Dimitri P. Bertsekas

Publication date 23 October 2006

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31)

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Cited in

(4)

• A dual algorithm for minimization of the LLT model
• Lagrange multipliers, an elementary practical zeroth-order approach
• Sensitivity of solutions to systems of optimality conditions under the violation of constraint qualifications
• Informative Lagrange multipliers in nonlinear parametric programming models

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