Optimization Problems with Perturbations: A Guided Tour

DOI10.1137/S0036144596302644zbMath0915.49021OpenAlexW2000125728MaRDI QIDQ4210338

Alexander Shapiro, Joseph Frédéric Bonnans

Publication date: 21 September 1998

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0036144596302644

zbMATH Keywords

sensitivity analysis semidefinite programming duality semi-infinite programming second-order optimality conditions directional differentiability quantitative stability parameterized optimization expansion of optimal solutions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Sensitivity, stability, well-posedness (49K40) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Programming in abstract spaces (90C48) Optimality conditions for problems in abstract spaces (49K27)

Related Items (63)

Extreme points of well-posed polytopes ⋮ Persistence of heavy-tailed sample averages: principle of infinitely many big jumps ⋮ On the existence of continuous selections of a multivalued mapping related to the problem of minimizing a functional ⋮ Interval-valued value function and its application in interval optimization problems ⋮ Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning ⋮ Deriving convex hulls through lifting and projection ⋮ Radius Margin Bounds for Support Vector Machines with the RBF Kernel ⋮ Conditional Analysis and a Principal-Agent Problem ⋮ Stability of minimization problems and the error bound condition ⋮ Calmness of the solution mapping of Navier-Stokes problems modeled by hemivariational inequalities ⋮ Unnamed Item ⋮ Class-prior estimation for learning from positive and unlabeled data ⋮ Asymptotic optimality in stochastic optimization ⋮ Semi-infinite programming ⋮ On generalized semi-infinite programming. (With comments and rejoinder). ⋮ High order stability conditions for degenerate optimization problems; elements of \(p\)-regularity theory ⋮ Clustering and the perturbed spatial median ⋮ Characterizing the SLOPE trade-off: a variational perspective and the Donoho-Tanner limit ⋮ Hyper-differential sensitivity analysis with respect to model discrepancy: optimal solution updating ⋮ A new perspective on parameter study of optimization problems ⋮ Characterization of the Robust Isolated Calmness for a Class of Conic Programming Problems ⋮ Strongly Stable Stationary Points for a Class of Generalized Equations ⋮ Enabling Hyper-Differential Sensitivity Analysis for Ill-Posed Inverse Problems ⋮ Sensitivity results in stochastic optimal control: A Lagrangian perspective ⋮ A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems ⋮ Direct Density Derivative Estimation ⋮ Wasserstein discriminant analysis ⋮ Closed formulas in local sensitivity analysis for some classes of linear and non-linear problems ⋮ Generalized semi-infinite programming: a tutorial ⋮ Sequential quadratic programming methods for parametric nonlinear optimization ⋮ Whitney differentiability of optimal-value functions for bound-constrained convex programming problems ⋮ Mathematical programs with complementarity constraints in Banach spaces ⋮ Optimality Conditions for Special Semidefinite Bilevel Optimization Problems ⋮ A Goal-Oriented Adaptive Moreau-Yosida Algorithm for Control- and State-Constrained Elliptic Control Problems ⋮ Sufficient Dimension Reduction via Direct Estimation of the Gradients of Logarithmic Conditional Densities ⋮ On smoothness properties of optimal value functions at the boundary of their domain under complete convexity ⋮ Estimates of approximate solutions and well-posedness in vector optimization ⋮ Primal-dual interior-point methods for PDE-constrained optimization ⋮ Sufficient optimality and sensitivity analysis of a parameterized min-max programming ⋮ A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems ⋮ Online optimization for max-norm regularization ⋮ Well-posed and ill-posed optimal control problems ⋮ Unnamed Item ⋮ A nonconvex separation property and some applications ⋮ Leave-One-Out Bounds for Support Vector Regression Model Selection ⋮ Stability of elliptic optimal control problems ⋮ Computationally relevant generalized derivatives: theory, evaluation and applications ⋮ Optimal control elliptic systems with distributed and boundary controls ⋮ Regularization method for stochastic mathematical programs with complementarity constraints ⋮ On the stabilization of singular identification problem of an unknown discontinuous diffusion parameter in elliptic equation ⋮ A Vectorized Regularization Method for Multivalued Parameters Identification ⋮ On the Algorithmic Power of Spiking Neural Networks ⋮ Envelope theorems for static optimization and calculus of variations ⋮ An Iterative Minimization Formulation for Saddle Point Search ⋮ Convex semi-infinite parametric programming: Uniform convergence of the optimal value functions of discretized problems ⋮ On parametric semidefinite programming ⋮ Perturbation analysis of nonlinear semidefinite programming under Jacobian uniqueness conditions ⋮ Information-Theoretic Representation Learning for Positive-Unlabeled Classification ⋮ First-order optimality conditions in generalized semi-infinite programming ⋮ Asymptotic analysis of perturbed mathematical programs ⋮ Nonlinear model predictive control with aggregated constraints ⋮ Robustness of stochastic programs with endogenous randomness via contamination ⋮ On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization

This page was built for publication: Optimization Problems with Perturbations: A Guided Tour