Sensitivity and stability analysis for nonlinear programming
From MaRDI portal
Publication:2639776
DOI10.1007/BF02055196zbMath0718.90086MaRDI QIDQ2639776
Y. Ishizuka, Anthony V. Fiacco
Publication date: 1990
Published in: Annals of Operations Research (Search for Journal in Brave)
Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)
Related Items
Interval-valued value function and its application in interval optimization problems, Higher-order set-valued Hadamard directional derivatives: calculus rules and sensitivity analysis of equilibrium problems and generalized equations, On the local stability of semidefinite relaxations, Multipliers and generalized derivatives of performance functions, Convergence of a class of penalty methods for constrained scalar set-valued optimization, Posterior distribution of nondifferentiable functions, Tutorial on Amortized Optimization, Utility maximization for asynchronous streaming of bufferable information flows, Optimal sensitivity based on IPOPT, An Approximation Scheme for Distributionally Robust Nonlinear Optimization, Delta-method inference for a class of set-identified SVARs, Analysis of the alternating direction method of multipliers for nonconvex problems, A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming, CasADi: a software framework for nonlinear optimization and optimal control, Gap functions for quasi-equilibria, A primal heuristic for optimizing the topology of gas networks based on dual information, The exact solution of multiparametric quadratically constrained quadratic programming problems, WORHP Zen: Parametric Sensitivity Analysis for the Nonlinear Programming Solver WORHP, Mixing convex-optimization bounds for maximum-entropy sampling, Monitoring and prioritising alerts for exception analytics, Improving the performance of a traffic system by fair rerouting of travelers, Degeneracy in NLP and the development of results motivated by its presence
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Convexity and concavity properties of the optimal value function in parametric nonlinear programming
- Introduction to sensitivity and stability analysis in nonlinear programming
- Perturbation theory for mathematical programming problems
- Lipschitz properties of solutions in mathematical programming
- Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs
- Computable bounds on parametric solutions of convex problems
- Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
- A sufficient condition for continuity of optimal sets in mathematical programming
- Directional derivative of the value function in parametric optimization
- On the continuity of the minimum set of a continuous function
- Convergence properties of local solutions of sequences of mathematical programming problems in general spaces
- Stability of the solution of definite quadratic programs
- Lipschitz Behavior of Solutions to Convex Minimization Problems
- Directional differentiability of the optimal value function in a nonlinear programming problem
- A sufficient condition for lower semicontinuity of solution sets of systems of convex inequalities
- On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
- Generalized equations: Solvability and regularity
- Solution point differentiability without strict complementarity in nonlinear programming
- Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
- Lipschitzian Solutions of Perturbed Nonlinear Programming Problems
- Local epi-continuity and local optimization
- Generalized convexity and concavity of the optimal value function in nonlinear programming
- Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections
- Estimates for Kuhn-Tucker points of perturbed convex programs
- Lipschitz Continuity for Constrained Processes
- Fixed and Variable Constraints in Sensitivity Analysis
- Strongly Regular Generalized Equations
- Some continuity properties of polyhedral multifunctions
- Differential properties of the marginal function in mathematical programming
- Implicit function theorems for mathematical programming and for systems of inequalities
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Stability Theory for Systems of Inequalities. Part I: Linear Systems
- Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
- Rates of Stability in Nonlinear Programming
- Sensitivity analysis for nonlinear programming using penalty methods
- Trajectory analysis and extrapolation in barrier function methods
- Generalized equations and their solutions, Part I: Basic theory
- Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
- Lipschitz Continuity of Solutions of Linear Inequalities, Programs and Complementarity Problems
- Optimal value functions in parametric programming
- The Theory of Max-Min, with Applications
- Stability in Nonlinear Programming
- Extensions of the Evans-Gould Stability Theorems for Mathematical Programs
- Point-to-Set Maps in Mathematical Programming
- Technical Note—The Continuity of the Perturbation Function of a Convex Program
