Continuity of the Optimal Value Function Under the Mangasarian-Fromovitz Constraint Qualification.

Abstract

We demonstrate the continuity of the optimal value of general inequality-constrained parametric nonlinear programs having a solution point that satisfies the Mangasarian-Fromovitz Constraint Qualification (MFCQ). This result is applied to prove the continuity of the optimal value function for general inequality-equality parametric programs under MFCQ, by using a variable reduction approach. An abstract set (not defined by functional inequalities or equalities) is allowed to enter (nontrivially into the definition of the feasible region and results regarding the behavior of the parameter dependent feasible region and solution set are also obtained. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Dec 04, 1980
Accession Number
ADA095422

Entities

People

  • Anthony V. Fiacco

Organizations

  • George Washington University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Classification
  • Continuity
  • Contracts
  • Engineering
  • Inequalities
  • Military Research
  • Nonlinear Programming
  • Notation
  • Perturbations
  • Qualifications
  • Security
  • Sequences
  • Vector Spaces

Readers

  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.