Optimal Value Differential Stability Bounds under the Mangasarian-Fromovitz Constraint Qualification.

Abstract

An implicit function theorem is applied to transform a general parametric mathematical program into a locally equivalent inequality constrained program, and upper and lower bounds on the optimal value function directional derivative limit quotient are shown to hold for this reduced program. These bounds are then shown to apply in programs having both inequality and equality constraints where a parameter may appear anywhere in the program. This paper draws on several preliminary results reported by Fiacco and Hutzler for the inequality constrained problem and provides a number of extensions and missing proofs. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1980
Accession Number
ADA096760

Entities

People

  • Anthony V. Fiacco

Organizations

  • George Washington University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computer Programming
  • Continuity
  • Contracts
  • Convex Programming
  • Directional
  • Engineering
  • Inequalities
  • Linear Programming
  • Military Research
  • Nonlinear Programming
  • North Carolina
  • Numbers
  • Parametric Programming
  • Perturbations
  • Qualifications
  • Sequences
  • Systems Engineering

Fields of Study

  • Mathematics

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  • Operations Research