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Suggested research topics in sensitivity and stability analysis for semi-infinite programming problems

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Abstract

We suggest several important research topics for semi-infinite programs whose problem functions and index sets contain parameters that are subject to perturbation. These include optimal value and optimal solution sensitivity and stability properties and penalty function approximation techniques. The approaches proposed are a natural carryover from parametric nonlinear programming, with emphasis on practical applicability and computability.

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Authors and Affiliations

  1. Department of Operations Research, The George Washington University, School of Engineering and Applied Science, 20052, Washington, DC, USA

    Anthony V. Fiacco

  2. Sophia University, 102, Tokyo, Japan

    Yo Ishizuka

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  1. Anthony V. Fiacco
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  2. Yo Ishizuka
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Research supported by National Science Foundation Grant SES 8722504 and Grant ECS-86-19859 and Grant N00014-89-J-1537, Office of Naval Research.

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Fiacco, A.V., Ishizuka, Y. Suggested research topics in sensitivity and stability analysis for semi-infinite programming problems. Ann Oper Res 27, 65–76 (1990). https://doi.org/10.1007/BF02055190

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