Displaying similar documents to “On primal-dual stability in convex optimization.”

Regions of stability for ill-posed convex programs

Sanjo Zlobec (1982)

Aplikace matematiky

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Regions of stability are chunks of the space of parameters in which the optimal solution and the optimal value depend continuously on the data. In these regions the problem of solving an arbitrary convex program is a continuous process and Tihonov's regularization is possible. This paper introduces a new region we furnisch formulas for the marginal value. The importance of the regions of stability is demostrated on multicriteria decision making problems and in calculating the minimal...

New regions of stability in input optimization

Sheng Huang, Sanjo Zlobec (1988)

Aplikace matematiky

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using point-to-set mappings we identify two new regions of stability in input optimization. Then we extend various results from the literature on optimality conditions, continuity of Lagrange multipliers, and the marginal value formula over the new and some old regions of stability.

Optimality and sensitivity for semilinear bang-bang type optimal control problems

Ursula Felgenhauer (2004)

International Journal of Applied Mathematics and Computer Science

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In optimal control problems with quadratic terminal cost functionals and systems dynamics linear with respect to control, the solution often has a bang-bang character. Our aim is to investigate structural solution stability when the problem data are subject to perturbations. Throughout the paper, we assume that the problem has a (possibly local) optimum such that the control is piecewise constant and almost everywhere takes extremal values. The points of discontinuity are the switching...