Basic Results in the Development of Sensitivity and Stability Analysis in Constrained Mathematical Programming.

Abstract

For large classes of mathematical programming problems, a detailed technical survey is given of key developments in sensitivity and stability analysis results, i.e., results characterizing the relationship between the optimal value function or a solution set and problem perturbations. The emphasis is on finite dimensional nonlinear problems with deterministic parametric perturbations. Precise assumptions and conclusions of key results are given in the more than 30 theorems that are stated. Some effort has been made to unify the notation and terminology and to place the results in perspective. Directions of future research and applications are indicated. Finally, an extensive bibliography is included. The paper is motivated by a desire to unify into one body of theory the many penetrating results that are now known in this crucially important area. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 07, 1979
Accession Number
ADA076486

Entities

People

  • Anthony V. Fiacco
  • William P. Hutzler

Organizations

  • George Washington University

Tags

Communities of Interest

  • Ground and Sea Platforms

DTIC Thesaurus Topics

  • Algorithms
  • Computational Science
  • Computer Programming
  • Computer Programs
  • Convex Programming
  • Convex Sets
  • Engineering
  • Evolutionary Algorithms
  • Functional Analysis
  • Geometric Programming
  • Linear Programming
  • Mathematical Analysis
  • Mathematical Programming
  • Nonlinear Programming
  • Operations Research
  • Optimization
  • Systems Engineering

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