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Primal-dual solution perturbations in convex optimization - MaRDI portal

Primal-dual solution perturbations in convex optimization

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Publication:5945275

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DOI10.1023/A:1011298415881zbMath0984.90043MaRDI QIDQ5945275

Asen L. Dontchev, R. Tyrrell Rockafellar

Publication date: 14 May 2002

Published in: Set-Valued Analysis (Search for Journal in Brave)

zbMATH Keywords

stability sensitivity analysis saddle points parametric convex optimization primal-dual pair proto-derivatives solution perturbations variational analysis

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52)

Related Items (2)

A variational principle for computing nonequilibrium fluxes and potentials in genome-scale biochemical networks ⋮ A new algorithm for solving convex parametric quadratic programs based on graphical derivatives of solution mappings

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