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

DOI10.1007/BF01580751MaRDI QIDQ1104867zbMATH OpenFDO

Authors R. H. Jackson, Garth P. McCormick

Publication date 1988

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

zbMATH Keywords

sensitivity analysishigh-order methodsperturbationsLagrangian 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)

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Cites work

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

Cited in

(5)

• Second-order adjoint sensitivity analysis methodology (2nd-ASAM) for computing exactly and efficiently first- and second-order sensitivities in large-scale linear systems. I: Computational methodology
• Optimization conditions and decomposable algorithms for convertible nonconvex optimization
• On bilevel programming. I: General nonlinear cases
• Sensitivity analysis of optimization problems under second order regular constraints
• Optimization with unary functions

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