Sensitivity analysis of optimization problems under second order regular constraints

Mathematics of Operations Research

Volumn 23, Issue 4, 1998, Pages 806-831

  Frederic Bonnans J ^a   Cominetti, Roberto ^b   Shapiro, Alexander ^c  

^a INRIA ROCQUENCOURT   (France)

^b UNIVERSITY OF CHILE   (Chile)

^c Georgia Institute of Technology   (United States)

Author keywords

Directional constraint qualification; Directional differentiability; Metric projection; Optimal value function; Parametric optimization; Second order optimally conditions; Semi definite programming; Semi infinite programming; Sensitivity analysis

Indexed keywords

APPROXIMATION THEORY; CONSTRAINT THEORY; PROBLEM SOLVING; SENSITIVITY ANALYSIS;

DIRECTIONAL CONSTRAINT QUALIFICATION HYPOTHESIS; HOLDER EXPANSIONS; LIPSCHITZ EXPANSIONS; MOREAU-YOSIDA REGULARIZATION; SECOND ORDER REGULAR CONSTRAINTS;

OPTIMIZATION;

EID: 0032208079     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.23.4.806     Document Type: Article

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