Optimality, identifiability, and sensitivity
Optimization and Control
2012-07-30 v1
Abstract
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.
Cite
@article{arxiv.1207.6628,
title = {Optimality, identifiability, and sensitivity},
author = {Dmitriy Drusvyatskiy and Adrian S. Lewis},
journal= {arXiv preprint arXiv:1207.6628},
year = {2012}
}
Comments
43 pages