Solution sensitivity for Karush–Kuhn–Tucker systems with non-unique Lagrange multipliers

DOI10.1080/02331930802434922zbMath1195.90084OpenAlexW2008128677MaRDI QIDQ2786321

Alexey F. Izmailov

Publication date: 21 September 2010

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930802434922

zbMATH Keywords

sensitivitystabilitymathematical programmingconstraint qualificationKarush-Kuhn-Tucker systemcritical multiplierspiecewise analysis

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31)

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Cites Work

• Generalized Kojima-functions and Lipschitz stability of critical points
• Stability in the presence of degeneracy and error estimation
• Nonsmooth equations in optimization. Regularity, calculus, methods and applications
• Sensitivity analysis of generalized equations
• Constraint identification and algorithm stabilization for degenerate nonlinear programs
• Abnormal equality-constrained optimization problems: sensitivity theory
• A note on solution sensitivity for Karush-Kuhn-Tucker systems
• Solution Sensitivity from General Principles
• Sensitivity Analysis for Nonlinear Programs and Variational Inequalities with Nonunique Multipliers
• Parametric Variational Inequalities with Multivalued Solution Sets
• Sensitivity Analysis for Variational Inequalities
• Perturbation analysis of optimization problems in banach spaces
• Sensitivity of solutions to systems of optimality conditions under the violation of constraint qualifications

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