Optimality, identifiability, and sensitivity
| Autor: | Drusvyatskiy, Dmitriy, Lewis, Adrian S. |
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| Rok vydání: | 2012 |
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| Druh dokumentu: | Working Paper |
| Popis: | Around a solution of an optimization problem, an "identifiable" subset of the feasible region is one containing all nearby solutions after small perturbations to the problem. A quest for only the most essential ingredients of sensitivity analysis leads us to consider identifiable sets that are "minimal". This new notion lays a broad and intuitive variational-analytic foundation for optimality conditions, sensitivity, and active set methods. Comment: 43 pages |
| Databáze: | arXiv |
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