Asymptotic analysis of perturbed mathematical programs
type: Item
instance of: scholarly article
title: Asymptotic analysis of perturbed mathematical programs
zbMATH Open document ID: 0996.90073
author: J. M. Coulomb
author: Jerzy Filar
author: Witold Szczechla
published in: Journal of Mathematical Analysis and Applications
publication date: 2001-03-19T00:00:00Z
review text: The authors present a sensitivity analysis of the solutions of a parametric nonlinear programming problem where the feasible set is defined by finitely many equality and inequality constraints. Assuming that both the objective and the constraint functions are analytical in both the state variables and the parameter it is shown that, under weak assumptions, the solutions can be described as Puiseux series expansions in dependence of the parameter. The main tool for obtaining this result is an application of the Remmert-Stein representation theorem for complex analytic varieties.
reviewed by: Jan-Joachim Rückmann
Mathematics Subject Classification ID: 90C31
Mathematics Subject Classification ID: 32H02
zbMATH DE Number: 1545039
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: parametric nonlinear programming
zbMATH Keywords: analytic function
zbMATH Keywords: complex analytic variety
zbMATH Keywords: Puiseux series
MaRDI profile type: Publication
full work available at URL: jmaa.2000.7025
OpenAlex ID: W2081423348
cites work: Optimization Problems with Perturbations: A Guided Tour
cites work: Perturbation theory for linear operators.
cites work: Q4884349
cites work: Q3688092
cites work: Q4040350
cites work: Q5682591
DOI: 10.1006/JMAA.2000.7025
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description: scientific article; zbMATH DE number 1545039