A Tutorial on Sensitivity and Stability in Nonlinear Programming and Variational Inequalities under Differentiability Assumptions

Giorgio Giorgi () and Cesare Zuccotti ()
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Giorgio Giorgi: Department of Economics and Management, University of Pavia
Cesare Zuccotti: Department of Economics and Management, University of Pavia

No 159, DEM Working Papers Series from University of Pavia, Department of Economics and Management

Abstract: In this paper basic results on sensitivity and stability analysis in differentiable nonlinear programming problems are surveyed. We follow mainly the approach of A. V. Fiacco and his co-authors. We give also an overview on sensitivity for right-hand side perturbations of the parameters, on sensitivity for parametric linear programming problems and on sensitivity for parametric variational inequality problems.

Keywords: Sensitivity analysis; stability analysis; nonlinear programming; linear programming; variational inequalities. (search for similar items in EconPapers)
Pages: 45 pages
Date: 2018-06
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Citations: View citations in EconPapers (1)

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