Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
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Cites work
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- Implicit function theorems for mathematical programming and for systems of inequalities
- Introduction to sensitivity and stability analysis in nonlinear programming
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- On Differentiability of Metric Projections in R n , 1: Boundary Case
- On The Marginal Function in Nonlinear Programming
- Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms
- Second-Order Derivatives of Extremal-Value Functions and Optimality Conditions for Semi-Infinite Programs
- Sensitivity analysis for nonlinear programming using penalty methods
- Solution point differentiability without strict complementarity in nonlinear programming
- Stability in stochastic programming with recourse-estimated parameters
- Strongly Regular Generalized Equations
- The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
Cited in
(37)- Sensitivity analysis for non-linear programs with linear constraints
- Second-order sensitivity analysis in factorable programming: Theory and applications
- Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
- Proto-differentiability of set-valued mappings and its applications in optimization
- Some properties of estimated scale invariant covariance structures
- Asymptotic analysis of stochastic programs
- On statistical sensitivity analysis in stochastic programming
- Second-order necessary and sufficient optimality conditions for minimizing a sup-type function
- Sensitivity analysis for nonsmooth generalized equations
- On stability in multiobjective programming. A stochastic approach
- Degeneracy in NLP and the development of results motivated by its presence
- On concepts of directional differentiability
- Sensitivity analysis of optimization problems in Hilbert space with application to optimal control
- First-order and second-order epsilon-directional derivatives of a marginal function in convex programming with linear inequality constraints
- Proximal methods avoid active strict saddles of weakly convex functions
- Estimates of generalized hessians for optimal value functions in mathematical programming
- Stability and sensitivity-analysis for stochastic programming
- Directional differentiability of optimal solutions under Slater's condition
- Hölder continuity of solutions to elastic traffic network models
- Sensitivity and stability analysis for nonlinear programming
- Sensitivity analysis of optimization problems under second order regular constraints
- On Hölder continuity of solution maps to parametric vector primal and dual equilibrium problems
- First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
- On second-order Taylor expansion of critical values
- Survey of input optimization1
- Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections
- On the directional derivative of the optimal solution mapping without linear independence constraint qualification
- The marginal value formula on regions of stability
- Second order multipliers and marginal function in non linear programs
- Perturbation analysis of optimization problems in banach spaces
- A necessary and a sufficient optimality condition for bilevel programming problems
- Sensitivity analysis for variational inequalities
- Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments
- Inertial Bregman proximal gradient under partial smoothness
- 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
- Solution differentiability for variational inequalities
- On generalized semi-infinite programming. (With comments and rejoinder).
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