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1 PROMATH - Mathematical Programming Inria Paris-Rocquencourt

Abstract : This paper presents an overview of some recent and significant progress in the theory of optimization with perturbations. We put the emphasis on methods based on upper and lower estimates of the value of the perturbed problems. These methods allow to compute expansions of the value function and approximate solutions in situations where the set of Lagrange multipliers may be unbounded, or even empty. We give rather complete results for nonlinear programming problems, and describe some partial extensions of the method to more general problems. We illustrate the results by computing the equilibrium position of a chain that is almost vertical or horizontal.

Keywords : SEMI-INFINITE PROGRAMMING SEMI-DEFINITE PROGRAMMING SECOND ORDER ANALYSIS SENSITIVITY DUALITY EXPANSION OF SOLUTIONS CONSTRAINED OPTIMIZATION STABILITY





Autor: J. Frederic Bonnans - Alexander Shapiro

Fuente: https://hal.archives-ouvertes.fr/



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