The envelope theorem for multiobjective convex programming via contingent derivatives (Q2637941)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The envelope theorem for multiobjective convex programming via contingent derivatives |
scientific article |
Statements
The envelope theorem for multiobjective convex programming via contingent derivatives (English)
0 references
13 September 2010
0 references
The authors formulate an envelope theorem for vector convex programs, using some extended properties of Fréchet differentiable functions to derivable and tangentially regular multifunctions. The corresponding sensitivity depends on a set of proper Lagrange multipliers and this study works in practice.
0 references
envelope theorem
0 references
vector convex program
0 references
tangentially regular multifunction
0 references
sensitivity
0 references
Lagrange multiplier
0 references
