Abnormal equality-constrained optimization problems: Sensitivity theory

For the equality-constrained optimization problem, we consider the case when the customary regularity of constraints can be violated. Under the assumptions substantially weaker than those previously used in the literature, we develop a reasonably complete local sensitivity theory for this class of problems, including upper and lower bounds for the rate of change of the optimal value function subject to parametric perturbations, as well as the estimates and the description of asymptotic behavior of solutions of the perturbed problems. © Springer-Verlag 2004.

Authors
Arutyunov A.V. 1 , Izmailov A.F.2
Number of issue
3
Language
English
Pages
485-515
Status
Published
Volume
100
Year
2004
Organizations
  • 1 Peoples Friendship University, Miklukho-Maklaya Str. 6, 117198 Moscow, Russian Federation
  • 2 Moscow State University, Faculty of Computational Mathematics and Cybernetics, Department of Operations Research, Leninskiye Gori, GSP-2, 119992 Moscow, Russian Federation
Keywords
Abnormal point; Equality-constrained problem; Parametric optimization; Regularity; Second-order sufficient conditions; Sensitivity analysis
Date of creation
19.10.2018
Date of change
19.10.2018
Short link
https://repository.rudn.ru/en/records/article/record/3624/
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