Stability Score for Local Solutions of Unconstrained Parametric Nonlinear Programs
Abstract: In many application areas that involve solving parametric optimization problems, it is desirable that solutions of perturbed problems do not deviate too much from the original ones. In this work, we develop a criterion which characterizes the stability of a local solution of an unconstrained parametric nonlinear program with respect to parameter perturbations. It is defined as the solution of an optimization problem, which we approximate using parametric sensitivity analysis. The presented approach is illustrated with the help of an example.
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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Stability Score for Local Solutions of Unconstrained Parametric Nonlinear Programs ; volume:21 ; number:1 ; year:2021 ; extent:2
Proceedings in applied mathematics and mechanics ; 21, Heft 1 (2021) (gesamt 2)
- Creator
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Mykhailiuk, Ivan
Schäfer, Kai
Büskens, Christof
- DOI
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10.1002/pamm.202100215
- URN
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urn:nbn:de:101:1-2021121514110939026535
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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15.08.2025, 7:22 AM CEST
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Associated
- Mykhailiuk, Ivan
- Schäfer, Kai
- Büskens, Christof
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