Lipschitzian Stability in Optimization: The Role of Nonsmooth Analysis

Rockafellar RT (1986). Lipschitzian Stability in Optimization: The Role of Nonsmooth Analysis. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-86-046

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Abstract

The motivations of nonsmooth analysis are discussed. Appiications are given to the sensitivity of optimal vaiues, the interpretation of Lagrange multipliers, and the stabiiity of constraint systems under perturbation.

Item Type: Monograph (IIASA Working Paper)
Research Programs: Adaption and Optimization (ADO)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:56
Last Modified: 12 Aug 2016 21:35
URI: http://pure.iiasa.ac.at/2813

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