Second-order sensitivity analysis in factorable programming: Theory and applications

DOI10.1007/BF01580751MaRDI QIDQ1104867zbMATH OpenFDO

Authors R. H. Jackson, Garth P. McCormick

Publication date 1988

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01580751

zbMATH Keywords

factorable functionshigh-order methodsLagrangian analysisNth-order derivativesperturbationspolyadssecond derivatives of a local solutionsensitivity analysisthird-order tensors

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Review text

The authors compute the second derivatives of a local solution of an optimization problem subject to perturbations using third-order tensors. When the problem functions are factorable, they show that the resulting tensors are polyadic.

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Cites work

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Cited in

(5)

• On bilevel programming. I: General nonlinear cases
• Sensitivity analysis of optimization problems under second order regular constraints
• Optimization conditions and decomposable algorithms for convertible nonconvex optimization
• Second-order adjoint sensitivity analysis methodology (2nd-ASAM) for computing exactly and efficiently first- and second-order sensitivities in large-scale linear systems. I: Computational methodology
• Optimization with unary functions

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