On Non-linear Optimization with a Perturbed Objective Function

DOI10.1007/978-3-031-17558-9_3arXiv2106.14569MaRDI QIDQ6094973FDOQ6094973

Authors: I. P. Van den Berg 

Publication date: 15 September 2023

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

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.

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

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zbMATH Keywords

Lagrange multipliererror propagationexternal numbersflexible functionsneutrix-differentiation

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cited In (1)

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