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Characterizing an optimal input in perturbed convex programming

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Abstract

When every feasible stable perturbation of data results in a non-improvement of the optimal value function, then we talk about an ‘optimal input’ or an ‘optimal selection of data”. In this paper we describe such data for convex programs using perturbed saddle points.

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Authors and Affiliations

  1. Department of Mathematics, McGill University, H3A 2K6, Montreal, Quebec, Canada

    S. Zlobec

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  1. S. Zlobec
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Additional information

Research partly supported by Natural Sciences and Engineering Council of Canada and le Ministère de l'Education du Québec (F.C.A.C.).

Presented in part at the Third Symposium on Mathematical Programming with Data Perturbations, The George Washington University, Washington, D.C. (May 21–22, 1981).

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Zlobec, S. Characterizing an optimal input in perturbed convex programming. Mathematical Programming 25, 109–121 (1983). https://doi.org/10.1007/BF02591721

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  • DOI: https://doi.org/10.1007/BF02591721

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