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Abnormal equality-constrained optimization problems: sensitivity theory

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Abstract.

For the equality-constrained optimization problem, we consider the case when the customary regularity of constraints can be violated. Under the assumptions substantially weaker than those previously used in the literature, we develop a reasonably complete local sensitivity theory for this class of problems, including upper and lower bounds for the rate of change of the optimal value function subject to parametric perturbations, as well as the estimates and the description of asymptotic behavior of solutions of the perturbed problems.

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Authors and Affiliations

  1. Peoples Friendship University, Miklukho-Maklaya Str. 6, 117198, Moscow, Russia

    A.V. Arutyunov

  2. Moscow State University, Faculty of Computational Mathematics and Cybernetics, Department of Operations Research, Leninskiye Gori, GSP-2, 119992, Moscow, Russia

    A.F. Izmailov

Authors
  1. A.V. Arutyunov
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  2. A.F. Izmailov
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Correspondence to A.V. Arutyunov.

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Mathematics Subject Classification (1991): 90C31

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Arutyunov, A., Izmailov, A. Abnormal equality-constrained optimization problems: sensitivity theory. Math. Program., Ser. A 100, 485–515 (2004). https://doi.org/10.1007/s10107-003-0494-3

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  • DOI: https://doi.org/10.1007/s10107-003-0494-3

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