Generalized Sensitivity Analysis of Nonlinear Programs
Copyright © by SIAM. This paper extends classical sensitivity results for nonlinear programs to cases in which parametric perturbations cause changes in the active set. This is accomplished using lexicographic directional derivatives, a recently developed tool in nonsmooth analysis based on Nesterov...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Society for Industrial & Applied Mathematics (SIAM)
2021
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| Online Access: | https://hdl.handle.net/1721.1/133369 |