Generalized derivatives of lexicographic linear programs

DOI10.1007/S10957-018-1309-2MaRDI QIDQ1670102zbMATH OpenOpenAlexWikidataFDO

Authors Jose Alberto Gomez, Kai Höffner, Kamil A. Khan, Paul I. Barton

Publication date 4 September 2018

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1721.1/131873

zbMATH Keywords

dynamic flux balance analysisgeneralized derivativelexicographic linear programoptimization

Mathematics Subject Classification ID

Linear programming (90C05) Multi-objective and goal programming (90C29)

Review text

Generalized derivatives of lexicographic linear programs are developed, with significant applications to the optimization of dynamic flux balance analysis systems.

Recommendations

• Lexicographic differentiation of nonsmooth functions
• Relating lexicographic smoothness and directed subdifferentiability
• Generalized derivatives of dynamic systems with a linear program embedded
• Generalized derivatives of differential-algebraic equations
• Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients

Cites work

• A nonsmooth version of Newton's method
• A vector forward mode of automatic differentiation for generalized derivative evaluation
• Computationally relevant generalized derivatives: theory, evaluation and applications
• Efficient solution of ordinary differential equations with a parametric lexicographic linear program embedded
• Engineering and Economic Applications of Complementarity Problems
• Generalized derivatives for solutions of parametric ordinary differential equations with non-differentiable right-hand sides
• Generalized derivatives of dynamic systems with a linear program embedded
• scientific article; zbMATH DE number 3761780 (Why is no real title available?)
• scientific article; zbMATH DE number 46303 (Why is no real title available?)
• scientific article; zbMATH DE number 1502618 (Why is no real title available?)
• Introduction to Piecewise Differentiable Equations
• Lexicographic differentiation of nonsmooth functions

Cited in

(8)

• Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients
• Sensitivity analysis of nonsmooth power control systems with an example of wind turbines
• Relating lexicographic smoothness and directed subdifferentiability
• Lexicographic differentiation of nonsmooth functions
• Theory of index-one nonlinear complementarity systems
• Nonsmooth DAEs with applications in modeling phase changes
• Generalized derivatives of optimal-value functions with parameterized convex programs embedded
• Generalized derivatives of dynamic systems with a linear program embedded

Describes a project that uses

Uses Software

• CPLEX
• DFBAlab
• Gurobi

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