Differential properties of the marginal function in mathematical programming
From MaRDI portal
Publication:3968770
DOI10.1007/BFB0120984zbMath0502.90072OpenAlexW2091992858MaRDI QIDQ3968770
François Dubeau, Jacques Gauvin
Publication date: 1982
Published in: Optimality and Stability in Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0120984
Clarke generalized gradientdifferential stabilityDini directional derivativesperturbation functiondifferential propertiesmarginal functions
Sensitivity, stability, well-posedness (49K40) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
Related Items (81)
Differential sensitivity of solutions of convex constrained optimal control problems for discrete systems ⋮ Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs ⋮ Efficiency estimation and duality theory for nonconvex technologies ⋮ On constraint qualifications and sensitivity analysis for general optimization problems via pseudo-Jacobians ⋮ Farkas' theorem of nonconvex type and its application to a min-max problem ⋮ Exact penalty functions and stability in locally Lipschitz programming ⋮ Two optimal value functions in parametric conic linear programming ⋮ Further results on differential stability of convex optimization problems ⋮ Subdifferential stability analysis for convex optimization problems via multiplier sets ⋮ Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments ⋮ Sensitivity and stability analysis for nonlinear programming ⋮ Bilevel Optimization: Reformulation and First Optimality Conditions ⋮ Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton ⋮ Estimates of generalized hessians for optimal value functions in mathematical programming ⋮ Value functions and their directional derivatives in parametric nonlinear programming ⋮ Unnamed Item ⋮ Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs ⋮ On the numerical solution of a class of Stackelberg problems ⋮ Computation of subdifferentials of marginal functions using the distance function ⋮ On generalized semi-infinite programming. (With comments and rejoinder). ⋮ Directional Necessary Optimality Conditions for Bilevel Programs ⋮ Mathematical programs with multiobjective generalized Nash equilibrium problems in the constraints ⋮ Stability of the solution set of perturbed nonsmooth inequality systems and application ⋮ Existence and sensitivity analysis for nonconvex cubic optimization problems ⋮ Adaptive Bundle Methods for Nonlinear Robust Optimization ⋮ A nonsmooth approach to envelope theorems ⋮ Semi-infinite programming method for optimal power flow with transient stability and variable clearing time of faults ⋮ A practicable way for computing the directional derivative of the optimal value function in convex programming ⋮ The generalized Mangasarian-Fromowitz constraint qualification and optimality conditions for bilevel programs ⋮ Relaxed constant positive linear dependence constraint qualification and its application to bilevel programs ⋮ A note on the sample average approximation method for stochastic mathematical programs with complementarity constraints ⋮ Subdifferential of optimal value functions in nonlinear infinite programming ⋮ Differentiability of the value function in continuous-time economic models ⋮ The Lagrange multiplier set and the generalized gradient set of the marginal function of a differentiable program in a Banach space ⋮ On simultaneous optimization of truss geometry and topology ⋮ Convergence Analysis of Sample Average Approximation of Two-Stage Stochastic Generalized Equations ⋮ Unnamed Item ⋮ Tangency and differentiation: Marginal functions ⋮ Generalized semi-infinite programming: a tutorial ⋮ A single-level reformulation of mixed integer bilevel programming problems ⋮ Sensitivity analysis of the value function for nonsmooth optimization problems ⋮ Asymptotic analysis of stochastic programs ⋮ New results on constraint qualifications for nonlinear extremum problems and extensions ⋮ Whitney differentiability of optimal-value functions for bound-constrained convex programming problems ⋮ Directional derivative estimates for the optimal value function of a quasidifferentiable programming problem ⋮ The envelope theorem, Euler and Bellman equations, without differentiability ⋮ Subgradients of Marginal Functions in Parametric Control Problems of Partial Differential Equations ⋮ A collision detection approach for maximizing the material utilization ⋮ First order optimality conditions for generalized semi-infinite programming problems ⋮ A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points ⋮ Directional derivative of the value function for parametric set-constrained optimization problems ⋮ A Lagrange Multiplier Expression Method for Bilevel Polynomial Optimization ⋮ Generalized envelope theorems: applications to dynamic programming ⋮ A qualitative approach to Markovian equilibrium in infinite horizon economies with capital ⋮ Lipschitz continuity of the value function in mixed-integer optimal control problems ⋮ Subgradients of marginal functions in parametric mathematical programming ⋮ ON FIRST-ORDER NECESSARY CONDITIONS FOR OPTIMALITY OF REGULAR GENERALIZED SEMI-INFINITE PROGRAMMING ⋮ Computing subdifferentials of marginal functions ⋮ Differential stability of convex optimization problems under inclusion constraints ⋮ On constraint qualifications in nonsmooth optimization. ⋮ New necessary optimality conditions in optimistic bilevel programming ⋮ Minimization of marginal functions in mathematical programming based on continuous outer subdifferentials ⋮ Optimal correction of the absolute value equations ⋮ Theoretical and numerical comparison of the Karush-Kuhn-Tucker and value function reformulations in bilevel optimization ⋮ On the solution existence and stability of quadratically constrained nonconvex quadratic programs ⋮ Towards global solutions for nonconvex two-stage stochastic programs: a polynomial lower approximation approach ⋮ On the optimal correction of infeasible systems of linear inequalities ⋮ Directional differentiation of marginal functions in mathematical programming problems ⋮ Subdifferentials of marginal functions of parametric bang-bang control problems ⋮ On concepts of directional differentiability ⋮ First-order and second-order epsilon-directional derivatives of a marginal function in convex programming with linear inequality constraints ⋮ Subdifferentials of the marginal functions in parametric convex optimization via intersection formulas ⋮ Generalized Levitin-Polyak Well-Posedness for Generalized Semi-Infinite Programs ⋮ Hölder behavior of optimal solutions and directional differentiability of marginal functions in nonlinear programming ⋮ Continuous outer subdifferentials in nonsmooth optimization ⋮ Global convergence of algorithms under constant rank conditions for nonlinear second-order cone programming ⋮ A decomposition method for MINLPs with Lipschitz continuous nonlinearities ⋮ On sensitivity in linear multiobjective programming ⋮ First-order optimality conditions in generalized semi-infinite programming ⋮ Perturbation theory for mathematical programming problems ⋮ The stationary point set map in general parametric optimization problems
This page was built for publication: Differential properties of the marginal function in mathematical programming