On Non-linear Optimization with a Perturbed Objective Function

DOI10.1007/978-3-031-17558-9_3MaRDI QIDQ6094973zbMATH OpenFDO

Authors I. P. Van den Berg

Publication date 15 September 2023

Published in Dynamic Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.14569

zbMATH Keywords

Lagrange multipliererror propagationexternal numbersflexible functionsneutrix-differentiation

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Abstract: A Lagrange multiplier theorem is derived for the case of an imprecise objective function and a precise constraint. The proof uses methods of analysis which deal in a direct, algebraic way with imprecisions. They include imprecise differentiation, and an approximate Fermat Lemma and Implicit Function Theorem. The tools are the external numbers of Nonstandard Analysis, which are models of Sorites imprecisions.

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