Marginal values and second-order necessary conditions for optimality

DOI10.1007/BF02591866MaRDI QIDQ3669192zbMATH OpenOpenAlexFDO

Authors R. T. 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

augmented Lagrangianestimatesgeneralized subgradientLagrange multipliersmarginal valuessecond order necessary conditionssensitivity analysissubderivatives

Mathematics Subject Classification ID

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

Cites work

• Clarke's tangent cones and the boundaries of closed sets in Rn
• Convex Analysis
• Generalized Directional Derivatives and Subgradients of Nonconvex Functions
• Generalized Gradients and Applications
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• Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming
• Necessary and Sufficient Conditions for a Local Minimum. 3: Second Order Conditions and Augmented Duality
• On the Convergence of Sequences of Convex Sets in Finite Dimensions
• On The Marginal Function in Nonlinear Programming
• Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• The Generalized Gradient of a Marginal Function in Mathematical Programming

Cited in

(5)

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

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