Stability for linearly constrainted optimization problems

Stability for linearly constrainted optimization problems

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Article ID: iaor19961431
Country: Netherlands
Volume: 66
Issue: 3
Start Page Number: 351
End Page Number: 360
Publication Date: Sep 1994
Journal: Mathematical Programming (Series A)
Authors: , ,
Abstract:

The authors deal with finite dimensional differentiable optimization problems under linear constraints. Stability of stationary solutions under restricted perturbations of the constraints will be characterized. The restriction on the constraint perturbations is given by means of a certain rank condition; in particular, righthandside perturbations are allowed.

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