Marginal values and second-order necessary conditions for optimality

DOI10.1007/BF02591866zbMath0519.90072OpenAlexW2007952788MaRDI QIDQ3669192

R. Tyrrell Rockafellar

Publication date: 1983

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02591866

zbMATH Keywords

Lagrange multiplierssensitivity analysisestimatesmarginal valuesaugmented Lagrangiansecond order necessary conditionssubderivativesgeneralized subgradient

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods involving duality (49M29) Sensitivity, stability, parametric optimization (90C31) Numerical methods based on nonlinear programming (49M37)

Related Items (5)

Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs ⋮ On constraint qualifications and sensitivity analysis for general optimization problems via pseudo-Jacobians ⋮ Second order necessary and sufficient conditions for convex composite NDO ⋮ Sensitivity analysis of the value function for nonsmooth optimization problems ⋮ Energetic consistency conditions for standard impacts. II: Poisson-type inequality impact laws

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• Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization
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