Friday, 11:30 - 11:55 h, Room: H 2035

 

Dmitriy Drusvyatskiy
Identifiability and the foundations of sensitivity analysis

Coauthor: Adrian S. Lewis

 

Abstract:
Given a solution to some optimization problem, an identifiable subset of the feasible region is one that captures all of the problem's behavior under small perturbations. Seeking only the most essential ingredients of sensitivity analysis leads to identifiable sets that are in a sense minimal. In particular, critical cones - objects of classical importance - have an intuitive interpretation as tangential approximations to such sets. I will discuss how this new notion leads to a broad (and intuitive) variational-analytic foundation underlying active sets and their role in sensitivity analysis.

 

Talk 3 of the contributed session Fri.1.H 2035
"Variational-analytic foundations of sensitivity analysis" [...]
Cluster 24
"Variational analysis" [...]

 

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