Computational experience in sensitivity analysis for nonlinear programming

DOI10.1007/BF01580247zbMATH Open0284.90074MaRDI QIDQ4770792FDOQ4770792

Authors: Robert L. Armacost, Anthony V. Fiacco 

Publication date: 1974

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

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Cites Work

• Title not available (Why is that?)
• Sensitivity analysis for nonlinear programming using penalty methods
• Penalty function versus non-penalty function methods for constrained nonlinear programming problems

Cited In (11)

• Applications of stochastic programming under incomplete information
• The use of augmented lagrangian functions for sensitivity analysis in nonlinear programming
• Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis
• Second-order sensitivity analysis in factorable programming: Theory and applications
• Stability and sensitivity-analysis for stochastic programming
• Sensitivity analysis in geometric programming
• Sensitivity analysis in economics
• Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
• Mixed coordination method for non-linear programming problems with separable structures
• Global optimization of multi-parametric MILP problems
• Sensitivity analysis for nonlinear programming using penalty methods

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