Implicit Function Theorems for Optimization Problems and for Systems of Inequalities,

Abstract

Implicit function formulas for differentiating the solutions of mathematical programming problems satisfying the conditions of the Kuhn-Tucker theorem are motivated and rigorously demonstrated. The special case of a convex objective function with linear constraints is also treated with emphasis on computational details. An example, an application to chemical equilibrium problems, is given. Implicit function formulas for differentiating the unique solution of a system of simultaneous inequalities are also derived.

Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1974
Accession Number
AD0786851

Entities

People

  • James H. Bigelow
  • Norman Z. Shapiro

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Chemical Equilibrium
  • Chemical Reaction Properties
  • Chemical Reactions
  • Computer Programming
  • Inequalities
  • Mathematical Programming
  • Mathematics
  • Optimization

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Operations Research