Linear stability of generalized equations, Part II: Applications to nonlinear programming

Linear stability of generalized equations, Part II: Applications to nonlinear programming

0.00 Avg rating0 Votes
Article ID: iaor1995753
Country: United States
Volume: 19
Issue: 3
Start Page Number: 721
End Page Number: 742
Publication Date: Aug 1994
Journal: Mathematics of Operations Research
Authors:
Abstract:

The paper presents an approach by which the quantitative stability of solutions of a general nonlinear programming problem is obtained in the spirit of Part I of the paper. Under assumptions of the constraint regularity and the general second-order sufficient condition, it shows that the solution set is linearly stable under small allowed perturbations in the sense of Part I of the paper, and derives bounds for the linear stability number which characterizes the quantitative stability of solutions of the problem in question. For standard nonlinear programs that are most commonly encountered in practical situations, the paper develops a method to compute these bounds. The results obtained here complement those of Robinson.

Reviews

Required fields are marked *. Your email address will not be published.