Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs
From MaRDI portal
Publication:5081107
DOI10.1137/21M1391079zbMath1493.90193arXiv2101.03067WikidataQ115525522 ScholiaQ115525522MaRDI QIDQ5081107
Victor M. Zavala, Sungho Shin, Mihai Anitescu
Publication date: 1 June 2022
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.03067
90C35: Programming involving graphs or networks
90C30: Nonlinear programming
90C31: Sensitivity, stability, parametric optimization
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multi-stage stochastic optimization applied to energy planning
- Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations
- Implicit Functions and Solution Mappings
- Practical Methods for Optimal Control and Estimation Using Nonlinear Programming
- Decay Rates for Inverses of Band Matrices
- OR Practice—Large-Scale Nonlinear Network Models and Their Application
- Strongly Regular Generalized Equations
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Sensitivity analysis for nonlinear programming using penalty methods
- Large-Scale PDE-Constrained Optimization: An Introduction
- Exponentially Accurate Temporal Decomposition for Long-Horizon Linear-Quadratic Dynamic Optimization
- Nonlinear Programming
- Decentralized Schemes With Overlap for Solving Graph-Structured Optimization Problems
- Abstract nonlinear sensitivity and turnpike analysis and an application to semilinear parabolic PDEs
- Exponential Decay in the Sensitivity Analysis of Nonlinear Dynamic Programming
- Sensitivity Analysis of Optimal Control for a Class of Parabolic PDEs Motivated by Model Predictive Control
- Diffusing-Horizon Model Predictive Control
