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arxiv: 1207.6628 · v1 · pith:ZGTY3PCPnew · submitted 2012-07-27 · 🧮 math.OC

Optimality, identifiability, and sensitivity

classification 🧮 math.OC
keywords sensitivityidentifiableoptimalityproblemactiveanalysisaroundbroad
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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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Cited by 2 Pith papers

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    Local error bound in ambient Euclidean space is equivalent to local error bound on the identifiable manifold under mild assumptions, shown via metric and geometric arguments.