Local epi-continuity and local optimization

DOI10.1007/BF02591695zbMATH Open0623.90078OpenAlexW2072436090MaRDI QIDQ3762093FDOQ3762093

Stephen M. Robinson

Publication date: 1987

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02591695

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zbMATH Keywords

constraint qualificationsstability analysisepi-convergencestability of local minimizers

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Sensitivity, stability, parametric optimization (90C31)

Cites Work

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• Generalized equations and their solutions, part II: Applications to nonlinear programming
• Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
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• Point-to-Set Maps in Mathematical Programming
• Gamma-convergence and optimal control problems
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Cited In (32)

• On deviation measures in stochastic integer programming
• Risk Aversion in Two-Stage Stochastic Integer Programming
• Risk-Averse Models in Bilevel Stochastic Linear Programming
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bilevel Linear Optimization Under Uncertainty
• Topological stability results about approximate solutions of parametrized minimization problems
• Sensitivity and stability analysis for nonlinear programming
• Topological existence and stability for Stackelberg problems
• Stability analysis for stochastic programs
• Stability and sensitivity-analysis for stochastic programming
• Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification
• A stochastic approach to stability in stochastic programming
• On structure and stability in stochastic programs with random technology matrix and complete integer recourse
• Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse
• On statistical sensitivity analysis in stochastic programming
• Semiconvergence in distribution of random closed sets with application to random optimization problems
• Title not available (Why is that?)
• Distribution sensitivity for certain classes of chance-constrained models with application to power dispatch
• Epigraphical analysis
• Convergence of the empirical mean method in statistics and stochastic programming
• Title not available (Why is that?)
• Applying the minimax criterion in stochastic recourse programs
• Conditional value-at-risk in stochastic programs with mixed-integer recourse
• On second-order sufficient optimality conditions for c ^1,1-optimization problems
• Convergence theory for nonconvex stochastic programming with an application to mixed logit
• The lower semicontinuity of optimal solution sets
• On Hölder calmness of minimizing sets
• Stable local minimizers in semi-infinite optimization: Regularity and second-order conditions
• Distribution sensitivity in stochastic programming
• Preservation of persistence and stability under intersections and operations. I: Persistence
• Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems

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