Introduction to sensitivity and stability analysis in nonlinear programming

zbMATH Open0543.90075MaRDI QIDQ796451FDOQ796451

Publication date: 1983

Published in: Mathematics in Science and Engineering (Search for Journal in Brave)

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Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Sensitivity, stability, parametric optimization (90C31)

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Error estimates and Lipschitz constants for best approximation in continuous function spaces
Optimization-constrained differential equations with active set changes
Combinatorial behavior of extreme points of perturbed polyhedra
Sensitivity analysis for non-linear programs with linear constraints
On sensitivity in linear multiobjective programming
An interactive fuzzy satisficing method for multiobjective nonlinear programming problems with fuzzy parameters
Characterizing optimality in mathematical programming models
On regular minimax optimization
An interactive fuzzy satisficing method for multiobjective block angular linear programming problems with fuzzy parameters
Sensitivity analysis of the combined travel demand model with applications
Degeneracy in NLP and the development of results motivated by its presence
Stability in vector maximization - a survey
On the sensitivity of the optimal partition for parametric second-order conic optimization
Computable bounds on parametric solutions of convex problems
Some results on sensitivity analysis in set-valued optimization
On applied nonlinear and bilevel programming for pursuit-evasion games
Approximation of the steepest descent direction for the O-D matrix adjustment problem
Two optimal value functions in parametric conic linear programming
A practicable way for computing the directional derivative of the optimal value function in convex programming
Second-order composed contingent derivatives of perturbation maps in set-valued optimization
Sensitivity analysis in constrained set-valued optimization via Studniarski derivatives
A homotopy algorithm and an index theorem for the general equilibrium model with incomplete asset markets
A note on the regularity of reduced models obtained by nonlocal quasi-continuum-like approaches
External and internal stability in set optimization
Applications of sensitivity analysis for probit stochastic network equilibrium
Perturbation analysis for the projection of a point to an affine set
Stable parametric programming^*
On stability in multiobjective programming. A stochastic approach
A bifurcation analysis of the nonlinear parametric programming problem
A regularizing Kohn–Vogelius formulation for the model-free adsorption isotherm estimation problem in chromatography
Sufficiency and sensitivity for nonlinear optimal control problems on time scales via coercivity
Finding normal solutions in piecewise linear programming
On a Quantitative Semicontinuity Property of Variational Systems with Applications to Perturbed Quasidifferentiable Optimization
Trade-off rates in the hyperplane method for multiobjective optimization problems
Survey of input optimization¹
Sensitivity analysis in geometric programming: Theory and computations
On differential stability in stochastic programming
Generalized hyperplane methods for characterizing \(\Lambda\)-extreme points and trade-off rates for multiobjective optimization problems
Sufficient conditions for the stability of the karush- kuhn - tucker point set in quadratic programming
Generalized Sensitivity Analysis of Nonlinear Programs
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On constraint qualifications and sensitivity analysis for general optimization problems via pseudo-Jacobians
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Solution differentiability for variational inequalities
A differential equation approach to fuzzy vector optimization problems and sensitivity analysis.
The lagrange-newton method for infinite-dimensional optimization problems
A uniform approach to multidimensional scaling
Optimization with unary functions
Metric regularity of the feasible set mapping in semi-infinite optimization
Second-order sensitivity analysis for parametric equilibrium problems in set-valued optimization
Extensions of Radstrom's lemma with application to stability theory of mathematical programming
Kuhn-Tucker curves for one-parametric semi-infinite programming
Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
Sufficient Optimality Conditions in Bilevel Programming
A modified coupled complex boundary method for an inverse chromatography problem
FUZZY LINEAR REGRESSION ANALYSIS FROM THE POINT OF VIEW RISK
A robustification approach in unconstrained quadratic optimization
Sensitivity analysis of solutions to optimization problems in Hilbert spaces with applications to optimal control and estimation
Interactive decision making for multiobjective nonlinear programming problems with fuzzy parameters
Directional differentiability of optimal solutions under Slater's condition
A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints
Multiplier convergence in trust-region methods with application to convergence of decomposition methods for MPECs
Global stability result for the generalized quasivariational inequality problem
Sensitivity analysis for nonsmooth generalized equations
Higher-order sensitivity analysis in set-valued optimization under Henig efficiency
Optimization of structures in frictional contact
Second-order contingent derivatives of set-valued mappings with application to set-valued optimization
Second-order efficiency conditions and sensitivity of efficient points
Generalized second-order contingent epiderivatives in parametric vector optimization problems
Optimality conditions in smooth nonlinear programming
Error bounds for strongly convex programs and (super)linearly convergent iterative schemes for the least 2-norm solution of linear programs
Unified framework for the propagation of continuous-time enclosures for parametric nonlinear ODEs
Perturbed variations of penalty function methods. Example: Projective SUMT
Convergence and application of a decomposition method using duality bounds for nonconvex global optimization
A fuzzy approach to hierarchical multiobjective programming problems and its application to an industrial pollution control problem
Maximizing network throughput under stochastic user equilibrium with elastic demand
Directional differentiability of metric projections onto moving sets at boundary points
An approach to resolving the parameter sensitivity problem in system dynamics methodology
Global ellipsoidal approximations and homotopy methods for solving convex analytic programs
Sensitivity analysis of generalized variational inequalities
Lipschitzian stability of constraint systems and generalized equations
Critical sets in parametric optimization
Bifurcation problems in nonlinear parametric programming
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Complementarity enhanced Nash's mappings and differentiable homotopy methods to select perfect equilibria
Second-order sensitivity analysis in factorable programming: Theory and applications
Generalized convexity and concavity of the optimal value function in nonlinear programming
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Problems with resource allocation constraints and optimization over the efficient set
Multipliers and generalized derivatives of performance functions
Stability and sensitivity-analysis for stochastic programming
On Lipschitz semicontinuity properties of variational systems with application to parametric optimization
A decomposition technique for discrete time optimal control problems with an application to water resources management
Bifurcations in parametric nonlinear programming
On sufficient conditions for local optimality in semi-infinite programming

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