Second-order sensitivity analysis in factorable programming: Theory and applications

DOI10.1007/BF01580751zbMath0647.90090MaRDI QIDQ1104867

Garth P. McCormick, Richard H. F. Jackson

Publication date: 1988

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

zbMATH Keywords

sensitivity analysisperturbationshigh-order methodsLagrangian analysisthird-order tensorsfactorable functionsNth-order derivativespolyadssecond derivatives of a local solution

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Numerical computation of solutions to systems of equations (65H10)

Related Items

Optimization conditions and decomposable algorithms for convertible nonconvex optimization, On bilevel programming. I: General nonlinear cases, Optimization with unary functions

Uses Software

• R

Cites Work

• Introduction to sensitivity and stability analysis in nonlinear programming
• The polyadic structure of factorable function tensors with applications to high-order minimization techniques
• Sensitivity analysis in geometric programming
• Higher-order necessary conditions for infinite and semi-infinite optimization
• Computability of global solutions to factorable nonconvex programs: Part I — Convex underestimating problems
• Sensitivity analysis for nonlinear programming using penalty methods
• Computational experience in sensitivity analysis for nonlinear programming
• Second Order Conditions for Constrained Minima
• An Algorithm for Separable Nonconvex Programming Problems
• An Indirect Sufficiency Proof for the Problem of Lagrange with Differential Inequalities as Added Side Conditions
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