Characterizing an optimal input in perturbed convex programming
From MaRDI portal
Publication:4742581
DOI10.1007/BF02591721zbMath0505.90077OpenAlexW1990332541MaRDI QIDQ4742581
Publication date: 1983
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02591721
saddle pointregion of stabilityrestricted Lagrangeanlocally optimal inputperturbed convex programperturbed saddle points
Related Items
Input optimization: I. Optimal realizations of mathematical models, Convex Parametric Programming in Abstract Spaces, Sensitivity of efficiency classifications in the additive model of data envelopment analysis, On the continuity of a Lagrangian multiplier function in input optimization, Characterizing optimality in mathematical programming models, New regions of stability in input optimization, Characterizing an optimal input in perturbed convex programming: Corrigendum, Global infimum of strictly convex quadratic functions with bounded perturbations, Input optimization: III. optimal realizations of multiobjective models, Some properties of boundedly perturbed strictly convex quadratic functions, Survey of input optimization1, Maximizing strictly convex quadratic functions with bounded perturbations, Unnamed Item, Characterization of perturbed mathematical programs and interval analysis
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the continuity of the maximum in parametric linear programming
- Foundations of optimization
- A simplified test for optimality
- Calculating the cone of directions of constancy
- On the continuity of the minimum set of a continuous function
- Convergence properties of local solutions of sequences of mathematical programming problems in general spaces
- Stabilization and determination of the set of minimal binding constraints in convex programming1
- Duality in convex programming: a linearization approach1
- The Generalized Gradient of a Marginal Function in Mathematical Programming
- An iterative method for ill-posed problems with inequalities
- An Application of Error Bounds for Convex Programming in a Linear Space
- Stability in convex quadratic parametric programming
- Tangent Cones, Generalized Gradients and Mathematical Programming in Banach Spaces
- Generalized Kuhn–Tucker Conditions for Mathematical Programming Problems in a Banach Space
- Convex Analysis
- Stability in Nonlinear Programming
- Extensions of the Evans-Gould Stability Theorems for Mathematical Programs
- Marginal Values in Linear Programming