Sensitivity analysis of abnormal cone-constrained optimization problems

The subject of sensitivity theory is the qualitative and quantitative analysis of the behavior of the optimal value and solutions to the optimization problem under perturbations of the parameters of the problem. This paper is devoted to the analysis of sensitivity for problems with a very general cone constraint. This includes mathematical programming problems and some other problem settings. In contrast to the available literature, neither the classical Robinson regularity condition nor even the weaker directional regularity condition are assumed to be fulfilled. Copyright © 2004 by MAIK "Nauka/Interperiodica".

Authors
Arutyunov A.V. 1 , Izmailov A.F. 2
Issue number
4
Language
English
Pages
552-574
State
Published
Volume
44
Year
2004
Organizations
  • 1 Peoples Friendship University, ul. Miklukho-Maklaya 6, Moscow, 117198, Russian Federation
  • 2 Faculty of Computational Mathematics and Cybernetics, Moscow State University, Leninskie gory, Moscow, 119992, Russian Federation
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