Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections
From MaRDI portal
Publication:3792503
DOI10.1137/0326037zbMath0647.90089OpenAlexW2036613704MaRDI QIDQ3792503
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
parametric programmingsensitivity analysisquadratic approximationmetric projectionssecond-order sufficiency conditionssmooth datafinite dimensional frameworkMangasarian-Fromovitz qualification
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)
Related Items
Directionally nondifferentiable metric projection, Directional differentiability of optimal solutions under Slater's condition, The generalized jacobian of the optimal solution in parametric optimization, Hölder continuity of solutions to a parametric variational inequality, Steplengths in the extragradient type methods, Sensitivity and stability analysis for nonlinear programming, Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton, Value functions and their directional derivatives in parametric nonlinear programming, Lipschitzian stability of constraint systems and generalized equations, Asymptotic optimality in stochastic optimization, Perturbation analysis of optimization problems in banach spaces, Implications of the constant rank constraint qualification, Unnamed Item, A necessary and a sufficient optimality condition for bilevel programming problems, Generalized Sensitivity Analysis of Nonlinear Programs, The price of anarchy in routing games as a function of the demand, Quasidifferntiability of optimal solutions in parametric optimal solutions in parametric nonlinear optimization, Sensitivity analysis for variational inequalities, On differential stability in stochastic programming, Generalized sensitivity analysis of nonlinear programs using a sequence of quadratic programs, On a convex set with nondifferentiable metric projection, On the directional derivative of the optimal solution mapping without linear independence constraint qualification, Regularity properties of the optimal value function in non linear programming, A solution differentiability result for evolutionary quasi-variational inequalities, Solution continuity in variational conditions, Solving nonlinear programming problems with noisy function values and noisy gradients, Weakly upper Lipschitz multifunctions and applications in parametric optimization, First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions, Stability and sensitivity-analysis for stochastic programming, Directional derivative of the value function in parametric optimization, Generalized Second Derivatives of Convex Functions and Saddle Functions, Implicit multifunction theorems for the sensitivity analysis of variational conditions, On an algorithm solving two-level programming problems with nonunique lower level solutions, On second-order directional derivatives of value functions, Isolated calmness of solution mappings and exact recovery conditions for nuclear norm optimization problems, Hölder behavior of optimal solutions and directional differentiability of marginal functions in nonlinear programming, Inexakte stochastische Gradientenverfahren, Degeneracy in NLP and the development of results motivated by its presence, Solution differentiability for variational inequalities, Sufficient Optimality Conditions in Bilevel Programming, Bundle trust-region algorithm for bilinear bilevel programming, Directional derivatives of optimal solutions in smooth nonlinear programming
