Sensitivity analysis for nonlinear programming using penalty methods
From MaRDI portal
Publication:4133431
Cites work
- scientific article; zbMATH DE number 3307153 (Why is no real title available?)
- scientific article; zbMATH DE number 3398895 (Why is no real title available?)
- scientific article; zbMATH DE number 3186512 (Why is no real title available?)
- scientific article; zbMATH DE number 3061753 (Why is no real title available?)
- Computational experience in sensitivity analysis for nonlinear programming
- Convergence properties of local solutions of sequences of mathematical programming problems in general spaces
- Extensions of the Evans-Gould Stability Theorems for Mathematical Programs
- Implicit function theorems for mathematical programming and for systems of inequalities
- Nonlinear Programming: A Numerical Survey
- On the continuity of the minimum set of a continuous function
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Solution for Turbulent Correlations Using Multipoint Distribution Functions
- Stability in Nonlinear Programming
- The Univalence of an Integral
- The Validity of a Family of Optimization Methods
Cited in
(88)- Robust min-max portfolio strategies for rival forecast and risk scenarios
- Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
- scientific article; zbMATH DE number 3641202 (Why is no real title available?)
- A semistrong sufficiency condition for optimality in nonconvex programming and its connection to the perturbation problem
- Sensitivity analysis for non-linear programs with linear constraints
- Applications of the method of partial inverses to convex programming: Decomposition
- A dimension-reduced method of sensitivity analysis for stochastic user equilibrium assignment model
- Estimates for Kuhn-Tucker points of perturbed convex programs
- Lipschitz properties of solutions in mathematical programming
- Sensitivity analysis for variational inequalities
- Distribution sensitivity analysis for stochastic programs with complete recourse
- The advanced-step NMPC controller: Optimality, stability and robustness
- Degeneracy in NLP and the development of results motivated by its presence
- A branch-and-bound multi-parametric programming approach for non-convex multilevel optimization with polyhedral constraints
- The explicit linear quadratic regulator for constrained systems
- On the sensitivity of the optimal partition for parametric second-order conic optimization
- Solving nearly-separable quadratic optimization problems as nonsmooth equations
- Approximation of the steepest descent direction for the O-D matrix adjustment problem
- Stochastic and robust control of nonlinear economic systems
- On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization
- Local properties of solutions of nonsmooth variational solutions of nonsmooth variational inequalities
- The exact solution of multiparametric quadratically constrained quadratic programming problems
- A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
- Necessary optimality conditions for Stackelberg problems
- Exponential decay of sensitivity in graph-structured nonlinear programs
- Bilevel programming in traffic planning: Models, methods and challenge
- Constructing large feasible suboptimal intervals for constrained nonlinear optimization
- Analysis of the alternating direction method of multipliers for nonconvex problems
- The use of augmented lagrangian functions for sensitivity analysis in nonlinear programming
- Coordination of pricing and inventory control across products
- Hölder continuity of solutions to elastic traffic network models
- Second-order sensitivity analysis in factorable programming: Theory and applications
- Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
- Sensitivity and stability analysis for nonlinear programming
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty
- Optimization-simulation model for planning supply transport to large infrastructure public works located in congested urban areas
- Stability and sensitivity-analysis for stochastic programming
- Sensitivity analysis in geometric programming
- Differentiability with respect to parameters of solutions to convex programming problems
- Time-axis decomposition of large-scale optimal control problems
- Dynamic programming for constrained optimal control of discrete-time linear hybrid systems
- Derivative evaluation and computational experience with large bilevel mathematical programs
- On the differentiability of optimal values for bounded nonlinear programs with equality constraints
- Closed formulas in local sensitivity analysis for some classes of linear and non-linear problems
- Objective function bounds for the inexact linear programming problem with generalized cost coefficients
- Sensitivity analysis in economics
- Deterministic solution approach for some classes of nonlinear multilevel programs with multiple followers
- scientific article; zbMATH DE number 513091 (Why is no real title available?)
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Sensitivity and parametric bound analysis for a single pass machining problem
- Implicitly defined optimization problems
- Parametric sensitivity analysis of perturbed PDE optimal control problems with state and control constraints
- On unbounded and binary parameters in multi-parametric programming: applications to mixed-integer bilevel optimization and duality theory
- Parametric global optimisation for bilevel programming
- Sensitivity analysis in geometric programming: Theory and computations
- Provably safe and robust learning-based model predictive control
- A parametric solution method for a generalized fractional programming problem
- A projected gradient and constraint linearization method for nonlinear model predictive control
- A new perspective on parameter study of optimization problems
- Differential sensitivity of solutions of convex constrained optimal control problems for discrete systems
- On Hölder continuity of solution maps to parametric vector primal and dual equilibrium problems
- Sensitivity analysis of the value function for infinite dimensional optimal control problems and its relation to Riccati equations
- Solving nonlinear bilevel programming models of the equilibrium network design problem: A comparative review
- Gauss-Seidel-Newton-Armijo approach for minimization problems on the non- negative orthant. Application to spatial price equilibrium problems
- Direct optimal control and model predictive control
- A novel approach for solving multi-parametric problems with nonlinear constraints
- Generalized implicit function theorem and its application to parametric optimal control problems
- Theoretical and algorithmic advances in multi-parametric programming and control
- A globally convergent algorithm based on imbedding and parametric optimization
- Post-optimality sensitivity analysis in abstract spaces with applications to continuous-time programming problems
- On the stability of solutions in honlinear programming
- Mini-workshop: Analysis of data-driven optimal control. Abstracts from the mini-workshop held May 9--15, 2021 (hybrid meeting)
- Second Order Sufficiency Criteria for a Discrete Optimal Control Problem
- Convergence of a Dinkelbach-type algorithm in generalized fractional programming
- Rates of convergence for adaptive Newton methods
- Solution differentiability for variational inequalities
- Joint optimization for area traffic control and network flow
- Algorithms for generalized fractional programming
- Optimal prestress of cracked unilateral structures: Finite element analysis of an optimal control problem for variational inequalities.
- Suggested research topics in sensitivity and stability analysis for semi- infinite programming problems
- Mixed coordination method for non-linear programming problems with separable structures
- Global optimization of multi-parametric MILP problems
- A multi-parametric programming approach for constrained dynamic programming problems
- Sensitivity analysis for discrete optimal control problems
- Sensitivity analysis in posynomial geometric programming
- Computational experience in sensitivity analysis for nonlinear programming
- Constrained approximation by splines with free knots
- Convergence of algorithms for perturbed optimization problems
This page was built for publication: Sensitivity analysis for nonlinear programming using penalty methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4133431)
