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Rockafellar, R.T. (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: | 27 Aug 2021 17:12 |
| URI: | https://pure.iiasa.ac.at/2813 |
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