Computational experience in sensitivity analysis for nonlinear programming

DOI10.1007/BF01580247zbMath0284.90074MaRDI QIDQ4770792

Anthony V. Fiacco, Robert L. Armacost

Publication date: 1974

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

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90-04: Software, source code, etc. for problems pertaining to operations research and mathematical programming

Related Items

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

Cites Work

• Sensitivity analysis for nonlinear programming using penalty methods
• Penalty function versus non-penalty function methods for constrained nonlinear programming problems
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