Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections

DOI10.1137/0326037zbMATH Open0647.90089OpenAlexW2036613704MaRDI QIDQ3792503FDOQ3792503

Publication date: 1988

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0326037

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sensitivity analysis quadratic approximation parametric programming metric projections second-order sufficiency conditions smooth data finite dimensional framework Mangasarian-Fromovitz qualification

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Cited In (44)

Implicit multifunction theorems for the sensitivity analysis of variational conditions
Solution continuity in variational conditions
Inexakte stochastische Gradientenverfahren
Solving nonlinear programming problems with noisy function values and noisy gradients
Directional derivative of the value function in parametric optimization
Directional differentiability of optimal solutions under Slater's condition
Isolated calmness of solution mappings and exact recovery conditions for nuclear norm optimization problems
Steplengths in the extragradient type methods
Degeneracy in NLP and the development of results motivated by its presence
On the directional derivative of the optimal solution mapping without linear independence constraint qualification
Title not available (Why is that?)
Generalized sensitivity analysis of nonlinear programs
Hölder continuity of solutions to a parametric variational inequality
Generalized Second Derivatives of Convex Functions and Saddle Functions
First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
Lipschitzian stability of constraint systems and generalized equations
Weakly upper Lipschitz multifunctions and applications in parametric optimization
The generalized jacobian of the optimal solution in parametric optimization
On the sensitivity of a Euclidean projection
On a convex set with nondifferentiable metric projection
Implications of the constant rank constraint qualification
Sufficient optimality conditions in bilevel programming
Sensitivity and stability analysis for nonlinear programming
Quasidifferntiability of optimal solutions in parametric optimal solutions in parametric nonlinear optimization
Stability and sensitivity-analysis for stochastic programming
Directional derivatives of optimal solutions in smooth nonlinear programming
Directionally nondifferentiable metric projection
On second-order directional derivatives of value functions
The price of anarchy in routing games as a function of the demand
A semismooth conjugate gradients method – theoretical analysis
Value functions and their directional derivatives in parametric nonlinear programming
On differential stability in stochastic programming
Generalized sensitivity analysis of nonlinear programs using a sequence of quadratic programs
Regularity properties of the optimal value function in non linear programming
A solution differentiability result for evolutionary quasi-variational inequalities
Sensitivity analysis for variational inequalities
Perturbation analysis of optimization problems in banach spaces
Hölder behavior of optimal solutions and directional differentiability of marginal functions in nonlinear programming
Bundle trust-region algorithm for bilinear bilevel programming
Asymptotic optimality in stochastic optimization
Solution differentiability for variational inequalities
On an algorithm solving two-level programming problems with nonunique lower level solutions
A necessary and a sufficient optimality condition for bilevel programming problems
Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton

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