Sensitivity Analysis of Parametrized Programs via Generalized Equations

DOI10.1137/S0036139992230296MaRDI QIDQ4291173zbMATH OpenFDO

Authors Alexander Shapiro

Publication date 29 August 1999

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

Full work available at URL https://doi.org/10.1137/S0036139992230296

zbMATH Keywords

first-order optimality conditionsgeneralized equationsLagrange multipliersoptimal solutionsparametrized optimization problemssemi-infinite programmingvariational inequalities

Mathematics Subject Classification ID

Variational inequalities (49J40) Sensitivity, stability, well-posedness (49K40) Sensitivity, stability, parametric optimization (90C31) Programming in abstract spaces (90C48)

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