Sensitivity Analysis for Cone-Constrained Optimization Problems Under the Relaxed Constraint Qualifications

DOI10.1287/moor.1040.0139zbMath1082.90110OpenAlexW2167325835MaRDI QIDQ5704224

Alexey F. Izmailov, Aram V. Arutyunov

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1040.0139

zbMATH Keywords

parametric optimizationsensitivity analysisconstraint qualificationmathematical program with complementarity constraintssufficient optimality conditionabnormal pointcone-constrained problem

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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Lipschitz and Hölder stability of optimization problems and generalized equations ⋮ Quantitative stability analysis of stochastic quasi-variational inequality problems and applications ⋮ On implicit function theorem for locally Lipschitz equations ⋮ Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization ⋮ Characteristics of semi-convex frontier optimization ⋮ Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method

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