Optimality, identifiability, and sensitivity
arXiv:1207.6628
Abstract
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.
43 pages