Accession Number : AD0786851
Title : Implicit Function Theorems for Optimization Problems and for Systems of Inequalities,
Corporate Author : RAND CORP SANTA MONICA CALIF
Personal Author(s) : Bigelow,James H. ; Shapiro,Norman Z.
Report Date : APR 1974
Pagination or Media Count : 33
Abstract : Implicit function formulas for differentiating the solutions of mathematical programming problems satisfying the conditions of the Kuhn-Tucker theorem are motivated and rigorously demonstrated. The special case of a convex objective function with linear constraints is also treated with emphasis on computational details. An example, an application to chemical equilibrium problems, is given. Implicit function formulas for differentiating the unique solution of a system of simultaneous inequalities are also derived.
Descriptors : *Mathematical programming, Inequalities, Partial differential equations, Theorems, Optimization, Convex sets
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE