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Sensitivity, Stability and Parametric Analysis (Mathematical Programming Study, 21)
Sensitivity, Stability and Parametric Analysis (Mathematical Programming Study, 21)
Date: 29 May 2011, 04:36

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Stability analysis and parametric programming are of great importance both in theory and practice. It seems plausible that a significant impediment to the extensive use of nonlinear programming in applications is the lack of standardized user-friendly software for calculating useful sensitivity and stability information. The remarkable developments of the past decade have shown that characterizations of optimality and algorithmic convergence properties are significantly extended and deepened through a perturbational analysis. Typically, a parametric solution or error bounds on a solution with perturbed data are of great interest, both in practical applications and in theoretical characterizations.

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