A Tutorial on Sensitivity and Stability in Nonlinear Programming and Variational Inequalities under Differentiability Assumptions
Giorgio, Cesare · RePEc: Research Papers in Economics · 2018
In this paper basic results on sensitivity and stability analysis in differentiable nonlinear programming problems are surveyed. We follow mainly the approach of A. V. Fiacco and his co-authors. We give also an overview on sensitivity for right-hand side perturbations of the parameters, on sensitivity for parametric linear programming problems and on sensitivity for parametric variational inequality problems.