Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs

DOI10.1007/BF01584378zbMath0579.90088MaRDI QIDQ3703671

Alexander Shapiro

Publication date: 1985

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

zbMATH Keywords

asymptotic distributionmarginal functionsecond-order directional derivativesoptimal-value functionsensitivity resultssecond-order differential propertiesasymptotics of estimatorsparametrized nonlinear programs

Mathematics Subject Classification ID

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

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Cites Work

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• On Differentiability of Metric Projections in R n , 1: Boundary Case
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