Stability under perturbations of some condition numbers in optimization

DOI10.1007/S10107-007-0135-3MaRDI QIDQ959959zbMATH OpenOpenAlexFDO

Authors Tullio Zolezzi

Publication date 16 December 2008

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

Full work available at URL https://doi.org/10.1007/s10107-007-0135-3

zbMATH Keywords

sensitivitycondition numbersperturbed optimization problems

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Sensitivity, stability, well-posedness (49K40)

Recommendations

• Condition Number Theorems in Optimization
• On well-posedness and conditioning in optimization
• Condition number theorems in linear-quadratic optimization
• On condition number theorems in mathematical programming
• A partial condition number theorem in mathematical programming

Cites work

• scientific article; zbMATH DE number 3728944 (Why is no real title available?)
• scientific article; zbMATH DE number 16319 (Why is no real title available?)
• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• scientific article; zbMATH DE number 1873055 (Why is no real title available?)
• scientific article; zbMATH DE number 3893867 (Why is no real title available?)
• A new condition number for linear programming
• Condition Number Theorems in Optimization
• Condition Numbers, the Barrier Method, and the Conjugate-Gradient Method
• Conditioning of Convex Programs from a Primal-Dual Perspective
• Linear programming, complexity theory and elementary functional analysis
• Some perturbation theory for linear programming
• Tilt Stability of a Local Minimum
• Unifying Condition Numbers for Linear Programming
• Well-posed optimization problems

Cited in

(6)

• Conditioning for optimization problems under general perturbations
• Condition numbers and Ritz type methods in unconstrained optimization
• On condition number theorems in mathematical programming
• Condition number theorems in linear-quadratic optimization
• Experiments with data perturbations to study condition numbers and numerical stability
• scientific article; zbMATH DE number 1873055 (Why is no real title available?)

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