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arXiv · 1207.6628

Optimality, identifiability, and sensitivity

Dmitriy Drusvyatskiy·Adrian S. Lewis
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Abstract

Around a solution of an optimization problem, an "identifiable" subset of the feasible region is one containing all nearby solutions after small perturbations to the problem. A quest for only the most essential ingredients of sensitivity analysis leads us to consider identifiable sets that are "minimal". This new notion lays a broad and intuitive variational-analytic foundation for optimality conditions, sensitivity, and active set methods.

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Dmitriy Drusvyatskiy, Adrian S. Lewis. 2012-07-27. Optimality, identifiability, and sensitivity. https://arxiv.org/abs/1207.6628

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