Introduction to Sensitivity and Stability Analysis in Nonlinear Programming

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Author(s): Anthony V. Fiacco (Eds.)
Series: Mathematics in Science and Engineering 165
Publisher: Academic Press
Year: 1983

Language: English
Pages: iii-xii, 3-367

Content:
Edited by
Page iii

Copyright page
Page iv

Dedication
Page v

Preface
Pages xi-xii

Chapter 1 Motivation and Perspective
Pages 3-7

Chapter 2 Basic Sensitivity and Stability Results
Pages 8-64

Chapter 3 Sensitivity Analysis under Second-Order Assumptions
Pages 67-90

Chapter 4 Computational Aspects of Sensitivity Calculations: The General Problem
Pages 91-115

Chapter 5 Computational Aspects: RHS Perturbations
Pages 116-152

Chapter 6 Estimates of Sensitivity Information Using Penalty Functions
Pages 155-193

Chapter 7 Calculation of Sensitivity Information Using Other Algorithms
Pages 194-221

Chapter 8 An Example of Computational Implementations: A Multi-Item Continuous Review Inventory Model
Pages 225-245

Chapter 9 Computable Optimal Value Bounds and Solution Vector Estimates for Parametric NLP Programs
Pages 246-276

Chapter 10 Future Research and Applications
Pages 277-287

Appendix I Notation, Conventions, and Symbols
Pages 289-320

Appendix II Lemmas, Theorems, Corollaries, Definitions, and Examples
Pages 321-327

References
Pages 329-345

Selected Bibliography of Works Not Cited
Pages 346-356

Author Index
Pages 357-359

Subject Index
Pages 361-367