Generalized Sensitivity Analysis of Nonlinear Programs

DOI10.1137/17M1120385zbMath1383.49024OpenAlexW2786307812MaRDI QIDQ4603041

Paul I. Barton, Kamil A. Khan, Peter G. Stechlinski

Publication date: 14 February 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1120385

zbMATH Keywords

parametric optimizationgeneralized derivativeslexicographic differentiationlexicographic directional derivativesnonsmooth implicit functionsnonsmooth KKT systems

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Sensitivity analysis for optimization problems on manifolds (49Q12)

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