1
$\begingroup$

Suppose you have the solution to the following problem

$ (1) \ \text{minimize} f(x) \\ \text{subject to} \ Ax = b$

How do you determine the maximum $\epsilon$ such that the solution to (2)

$ (2) \ \text{minimize} f(x) \\ \text{subject to} \ Ax = b+\epsilon$

can be accurately written in terms of the solution of (1) using a Taylor series expansion?

  • 0
    Some more background would help. What do you know about $f$, for example?2012-04-26

0 Answers 0