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.

Авторы
Arutyunov A.V. 1 , Izmailov A.F.2
Номер выпуска
3
Язык
Английский
Страницы
485-515
Статус
Опубликовано
Том
100
Год
2004
Организации
  • 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
Ключевые слова
Abnormal point; Equality-constrained problem; Parametric optimization; Regularity; Second-order sufficient conditions; Sensitivity analysis
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