Sensitivity Analysis of the Value Function for Optimization Problems with Variational Inequality Constraints.
Yves LucetJane J. YePublished in: SIAM J. Control. Optim. (2001)
Keyphrases
- sensitivity analysis
- inequality constraints
- nonlinear programming
- variational inequalities
- optimization problems
- convex quadratic
- managerial insights
- optimality conditions
- cost function
- evolutionary algorithm
- equality constraints
- constrained optimization
- interior point methods
- metaheuristic
- linear programming
- optimization methods
- decision variables
- constrained problems
- objective function
- traveling salesman problem
- dynamic programming
- optical flow