Sensitivity Analysis of Parametrized Programs under Cone Constraints

DOI10.1137/0330075MaRDI QIDQ4030365zbMATH OpenOpenAlexFDO

Authors Alexander Shapiro, J. Frédéric Bonnans

Publication date 1 April 1993

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://hal.inria.fr/inria-00075211/file/RR-1348.pdf

zbMATH Keywords

\(\varepsilon\)-optimal solutioncone constraintsparametric optimizationreal Banach spacesensitivity analysis

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

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