Sensitivity analysis of general mathematical programming problems
We deal with optimization problems depending on a parameter w and we study the performance function p in terms of this parameter. In particular we study the first order and second order generalized derivatives of p. Specifically, we consider mathematical programming problems in finite dimensional and infinite dimensional spaces for which the constraints are given by inequalities defined by non necessarily polyhedral cones. We stress the importance of qualification conditions for such problems and their roles in sensitivity analysis. We also focus our attention on the behavior of approximate solutions. As a result, we obtain enlightening relations between the set of Lagrange-Karush-Kuhn-Tucker multipliers and the subdifferential of the performance function p.
- OSTI ID:
- 36383
- Report Number(s):
- CONF-9408161-; TRN: 94:009753-0723
- Resource Relation:
- Conference: 15. international symposium on mathematical programming, Ann Arbor, MI (United States), 15-19 Aug 1994; Other Information: PBD: 1994; Related Information: Is Part Of Mathematical programming: State of the art 1994; Birge, J.R.; Murty, K.G. [eds.]; PB: 312 p.
- Country of Publication:
- United States
- Language:
- English
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