Sensitivity Analysis of Optimal Value Functions of Convex Parametric Programs with Possibly Empty Solution Sets.
Mohamed MoussaouiAlberto SeegerPublished in: SIAM J. Optim. (1994)
Keyphrases
- sensitivity analysis
- decision variables
- managerial insights
- variational inequalities
- optimal solution
- closed form
- closed form solutions
- locally optimal
- globally optimal
- convex sets
- influence diagrams
- lipschitz continuity
- linear equations
- constrained minimization
- minimum energy
- dual variables
- semi infinite programming
- convex functions
- minimum cost
- convex hull
- worst case
- probabilistic model
- dynamic programming
- special case
- viewpoint