Sensitivity theory for abnormal optimization problems with equality constraints

For an optimization problem with equality constraints, the case of the violation of the standard regularity condition for constraints is considered. A rather complete local sensitivity theory is developed for this class of problems that is based on weaker assumptions than those used in the available literature. The results include upper and lower estimates for the variation of the minimum value under parametric perturbations. The asymptotic behavior of solutions to perturbed problems is also described. Copyright © 2003 by MAIK "Nauka/Interperiodica".

Authors
Arutyunov A.V. 1 , Izmailov A.F.2
Number of issue
2
Language
English
Pages
178-193
Status
Published
Volume
43
Year
2003
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, 119899, Russian Federation
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