Optimality, identifiability, and sensitivity
نویسندگان
چکیده
Around a solution of an optimization problem, an “identifiable” subset of the feasible region is one containing all nearby solutions after small perturbations to the problem. A quest for only the most essential ingredients of sensitivity analysis leads us to consider identifiable sets that are “minimal”. This new notion lays a broad and intuitive variational-analytic foundation for optimality conditions, sensitivity, and active set methods.
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ورودعنوان ژورنال:
- Math. Program.
دوره 147 شماره
صفحات -
تاریخ انتشار 2014