SENSITIVITY ANALYSIS OF PARAMETRIZED PROGRAMS UNDER CONE CONSTRAINTS

被引：18

作者：

SHAPIRO, A ^{[1
]}

BONNANS, JF ^{[1
]}

机构：

[1] INST NATL RECH INFORMAT & AUTOMAT,F-78153 ROCQUENCOURT,FRANCE

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1992年 / 30卷 / 06期

关键词：

NONLINEAR OPTIMIZATION; PARAMETRIC PROGRAMMING; STABILITY AND SENSITIVITY ANALYSIS; 2ND-ORDER OPTIMALITY CONDITIONS; LIPSCHITZ CONTINUITY;

D O I：

10.1137/0330075

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper local behavior of optimal solutions of parametrized optimization problems is investigated with cone constraints in Banach spaces. Under second-order sufficient optimality conditions Lipschitzian stability of the corresponding epsilon-optimal solutions is established. Also shown is how the considered parametric program can be approximated by using second-order expansions of the involved functions.

引用

页码：1409 / 1422

页数：14

共 18 条

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