Nondegeneracy and quantitative stability of parameterized optimization problems with multiple solutions

被引：16

作者：

Bonnans, JF

Shapiro, A

机构：

[1] Inst Natl Rech Informat & Automat, F-78153 Le Chesnay, France

[2] Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA

来源：

SIAM JOURNAL ON OPTIMIZATION | 1998年 / 8卷 / 04期

关键词：

sensitivity analysis; parameterized optimization; quantitative stability; semidefinite programming; nondegeneracy;

D O I：

10.1137/S1052623497316518

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper presents some results on quantitative stability of optimal solutions of parameterized optimization problems having nonisolated optima. The analysis is based on the introduced concept of nondegeneracy, which may be of independent interest. Examples of nonlinear and semidefinite programming are discussed.

引用

页码：940 / 946

页数：7

共 16 条

[1] Complementarity and nondegeneracy in semidefinite programming [J].