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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2011, Volume 51, Number 12, Pages 2126–2142 (Mi zvmmf9582)  
This article is cited in 10 scientific papers (total in 10 papers)

Sensitivity function: Properties and applications

A. S. Antipina, A. I. Golikova, E. V. Khoroshilovab

a Dorodnicyn Computing Center, Russian Academy of Sciences, ul. Vavilova 40, Moscow, 119333 Russia
b Faculty of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119992 Russia
Full-text PDF (297 kB) Citations (10)
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Abstract: The sensitivity function induced by a convex programming problem is examined. Its monotonicity, subdifferentiability, and closure properties are analyzed. A relation to the Pareto optimal solution set of the multicriteria convex optimization problem is established. The role of the sensitivity function in systems describing optimization problems is clarified. It is shown that the solution of these systems can often be reduced to the minimization of the sensitivity function on a convex set. Numerical methods for solving such problems are proposed, and their convergence is proved.
Key words: sensitivity function, properties of the sensitivity function, multicriteria convex optimization problems, convergence of a numerical algorithm.
Received: 30.05.2011
English version:
Computational Mathematics and Mathematical Physics, 2011, Volume 51, Issue 12, Pages 2000–2016
DOI: https://doi.org/10.1134/S0965542511120049
Bibliographic databases:
Document Type: Article
UDC: 519.658.4
Language: Russian
Citation: A. S. Antipin, A. I. Golikov, E. V. Khoroshilova, “Sensitivity function: Properties and applications”, Zh. Vychisl. Mat. Mat. Fiz., 51:12 (2011), 2126–2142; Comput. Math. Math. Phys., 51:12 (2011), 2000–2016
Citation in format AMSBIB
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    • This publication is cited in the following 10 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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