Sensitivity and stability analysis for nonlinear programming

We give a brief overview of important results in several areas of sensitivity and stability analysis for nonlinear programming, focusing initially on “qualitative” characterizations (e.g., continuity, differentiability and convexity) of the optimal value function. Subsequent results concern “quantitative” measures, in particular optimal value and solution point parameter derivative calculations, algorithmic approximations, and bounds. Our treatment is far from exhaustive and concentrates on results that hold for smooth well-structured problems.

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