On the stability of solutions in honlinear programming

Abstract

We consider a local solution of a nonlinear programming problem satisfying the condition of Mangasarian and Fromovttz. We first compute an estimate of the variation in the multipliers, relating it to the variation of the solution and of the data. Then we state a condition ensuring that the variation of the solution is of the same order of magnitude as the variation in the data

Keywords:

• Nonlinear Programming
• Perturbation Analysis
• Stability