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SUMMARY:Asen L. Dontchev (University of Michigan)
DTSTART:20210419T133000Z
DTEND:20210419T143000Z
DTSTAMP:20260513T222316Z
UID:OWOS/44
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/OWOS/44/">Se
 nsitivity Analysis without Derivatives</a>\nby Asen L. Dontchev (Universit
 y of Michigan) as part of One World Optimization seminar\n\n\nAbstract\nTh
 e classical sensitivity analysis developed in the early days of optimizati
 on and control revolves around determining derivatives of optimal values a
 nd solutions  with respect to parameters in the problem considered. In pro
 blems with constraints however\, (standard) differentiability typically fa
 ils.  The idea to obtain implicit function theorems without differentiabil
 ity goes back to  Hildebrandt and Graves in their paper from 1927 and has 
 been   developed for optimization problems  in the 1980s.  \nIn this talk 
  some major developments in sensitivity analysis of optimization problems 
 in the last several decades are outlined.   Estimates for solution depende
 nce on various perturbations  are derived based on regularity properties o
 f mappings involved in the description of the problem.  Applications to ma
 thematical programming\,  numerical optimization and optimal control  illu
 strate the theoretical findings.\n\nThe address and password of the zoom r
 oom of the seminar are sent by e-mail on the mailinglist of the seminar on
 e day before each talk\n
LOCATION:https://researchseminars.org/talk/OWOS/44/
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