Accession Number:

ADA076486

Title:

Basic Results in the Development of Sensitivity and Stability Analysis in Constrained Mathematical Programming.

Descriptive Note:

Scientific rept.,

Corporate Author:

GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING

Personal Author(s):

• Fiacco ,Anthony V.
• Hutzler,William P.

Report Date:

1979-08-07

Pagination or Media Count:

51.0

Abstract:

For large classes of mathematical programming problems, a detailed technical survey is given of key developments in sensitivity and stability analysis results, i.e., results characterizing the relationship between the optimal value function or a solution set and problem perturbations. The emphasis is on finite dimensional nonlinear problems with deterministic parametric perturbations. Precise assumptions and conclusions of key results are given in the more than 30 theorems that are stated. Some effort has been made to unify the notation and terminology and to place the results in perspective. Directions of future research and applications are indicated. Finally, an extensive bibliography is included. The paper is motivated by a desire to unify into one body of theory the many penetrating results that are now known in this crucially important area. Author

Descriptors:

• *MATHEMATICAL PROGRAMMING
• *NONLINEAR PROGRAMMING
• PARAMETERS
• SENSITIVITY
• PROBLEM SOLVING
• SURVEYS
• PERTURBATION THEORY

Subject Categories:

• Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE