Strongly Stable Stationary Solutions in Nonlinear Programs.

Abstract

When we construct mathematical models from practical problems in the field of operations research, economics, engineering, etc., the data which we can utilize usually have uncertainty. We may not get exact data or the data may be changing as time goes. In such a model it is important to take account of the stability of the solution. Here we say that a solution to a model is stable if any slight perturbation to the data yields a small change of the solution. In this paper we study stability of a mathematical programming model, which involves an objective function to be minimized (or maximized) under certain constraints. We give conditions on the data of the model which characterize the stability. Applications to a mathematical programming model having parameters and a class of computational methods are also discussed.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1979
Accession Number
ADA068903

Entities

People

  • Masakazu Kojima

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Computational Science
  • Computer Programming
  • Economics
  • Engineering
  • Mathematical Models
  • Mathematical Programming
  • Mathematics
  • Military Research
  • Models
  • North Carolina
  • Operations Research
  • Perturbations
  • Qualifications
  • Stationary
  • United States
  • Universities
  • Wisconsin

Fields of Study

  • Mathematics

Readers

  • Control Systems Engineering.
  • Life Cycle Cost Analysis
  • Operations Research