Sensitivity Analysis Based Heuristic Algorithms for Mathematical Programs with Variational Inequality Constraints.
Terry L. FrieszRoger L. TobinHsun-Jung ChoNihal J. MehtaPublished in: Math. Program. (1990)
Keyphrases
- sensitivity analysis
- inequality constraints
- nonlinear programming
- variational inequalities
- convex quadratic
- constrained optimization
- managerial insights
- interior point methods
- equality constraints
- decision variables
- linear programming
- optimality conditions
- semidefinite programming
- evolutionary algorithm
- solving problems
- constrained problems
- linear program
- optical flow