ON SENSITIVITY ANALYSIS OF NONLINEAR PROGRAMS IN BANACH-SPACES - THE APPROACH VIA COMPOSITE UNCONSTRAINED OPTIMIZATION

被引:25
作者
IOFFE, A
机构
关键词
NONLINEAR PROGRAMMING; COMPOSITE OPTIMIZATION; SENSITIVITY ANALYSIS; VALUE FUNCTION; APPROXIMATE SOLUTION; VARIATIONAL DERIVATIVE; REDUCTION TO UNCONSTRAINED MINIMIZATION;
D O I
10.1137/0804001
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This article studies local sensitivity analysis of nonlinear programming problems in Banach spaces with arbitrary sets of solutions and no a priori regularity properties. This is done by first developing a corresponding theory for unconstrained optimization involving simple composite functions and then applying this theory to general nonlinear programs by way of certain reduction principles.
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页码:1 / 43
页数:43
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