Perturbation analysis of optimization problems in banach spaces

In this paper we study local behavior of optimal solutions of parametric programs in Banach spaces. A general approach to approximation of the original problem by a simpler one is outlined. Under various regularity conditions, Lipschitz continuity and directional differentiability properties of the...

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Vydáno v:Numerical functional analysis and optimization Ročník 13; číslo 1-2; s. 97 - 116
Hlavní autor: Shapiro, Alexander
Médium: Journal Article
Jazyk:angličtina
Vydáno: Philadelphia, PA Marcel Dekker, Inc 01.01.1992
Taylor & Francis
Témata:
directional derivative
Exact sciences and technology
Lipschitz continuity
Mathematics
Nonlinear optimization
Numerical analysis
Numerical analysis. Scientific computation
Numerical approximation
parametric programming
Sciences and techniques of general use
sensitivity analysis
Approximation
Optimal solution
Perturbation
Differentiation
Banach space
Regularity
Optimization
ISSN:0163-0563, 1532-2467
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Abstract In this paper we study local behavior of optimal solutions of parametric programs in Banach spaces. A general approach to approximation of the original problem by a simpler one is outlined. Under various regularity conditions, Lipschitz continuity and directional differentiability properties of the optimal solutions are derived.
AbstractList In this paper we study local behavior of optimal solutions of parametric programs in Banach spaces. A general approach to approximation of the original problem by a simpler one is outlined. Under various regularity conditions, Lipschitz continuity and directional differentiability properties of the optimal solutions are derived.
Author Shapiro, Alexander
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  organization: School of Industrial and Systems Engineering , Georgia Institute of Technology
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10.1007/BF01443623
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10.1007/BF01584378
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Issue 1-2
Keywords Approximation
Optimal solution
Perturbation
Differentiation
Banach space
Regularity
Optimization
Language English
License CC BY 4.0
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PublicationTitle Numerical functional analysis and optimization
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Taylor & Francis
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SubjectTerms directional derivative
Exact sciences and technology
Lipschitz continuity
Mathematics
Nonlinear optimization
Numerical analysis
Numerical analysis. Scientific computation
Numerical approximation
parametric programming
Sciences and techniques of general use
sensitivity analysis
Title Perturbation analysis of optimization problems in banach spaces
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