On The Marginal Function in Nonlinear Programming

DOI10.1287/MOOR.9.2.208MaRDI QIDQ3216457zbMATH OpenOpenAlexFDO

Authors B. Gollan

Publication date 1984

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.9.2.208

zbMATH Keywords

optimal value functionlower subdifferentialhigher order necessary conditionsupper Dini derivativeGeneralized differentiability

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Sensitivity, stability, parametric optimization (90C31) Optimality conditions for free problems in two or more independent variables (49K10)

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Cited in

(40)

• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
• Existence and sensitivity analysis for nonconvex cubic optimization problems
• Some examples and counterexamples for the stability analysis of nonlinear programming problems
• On Subdifferentials of Optimal Value Functions
• Tangency and differentiation: Marginal functions
• Directional derivative of the value function in parametric optimization
• Directional Lipschitzian optimal solutions and directional derivative for the optimal value function in nonlinear mathematical programming
• Inner estimates for the generalized gradient of the optimal value function in nonlinear programming
• Subgradients of marginal functions in parametric mathematical programming
• Second order multipliers and marginal function in non linear programs
• Directional metric regularity of mappings and stability theorems
• Subdifferential of optimal value functions in nonlinear infinite programming
• Two optimal value functions in parametric conic linear programming
• First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
• Marginal values and second-order necessary conditions for optimality
• Further results on differential stability of convex optimization problems
• Differential stability of convex optimization problems under inclusion constraints
• Subdifferential stability analysis for convex optimization problems via multiplier sets
• b-Subgradients of the optimal value function in nonlinear programming
• Subgradients of marginal functions in parametric control problems of partial differential equations
• Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs
• Mathematical programs with vanishing constraints: Optimality conditions, sensitivity, and a relaxation method
• scientific article; zbMATH DE number 4154232 (Why is no real title available?)
• Estimates of generalized hessians for optimal value functions in mathematical programming
• Differential stability in non-Lipschitzian optimization
• Directional derivatives of optimal solutions in smooth nonlinear programming
• On the differentiability of optimal values for bounded nonlinear programs with equality constraints
• A Note on Differentiability of Global Optimal Values
• On second-order directional derivatives of value functions
• scientific article; zbMATH DE number 4170662 (Why is no real title available?)
• On global quadratic growth condition for min-max optimization problems with quadratic functions
• Value functions and their directional derivatives in parametric nonlinear programming
• Directional derivative of the marginal function in nonlinear programming
• Regularity properties of the optimal value function in non linear programming
• Subdifferentials of the marginal functions in parametric convex optimization via intersection formulas
• On smoothness properties of optimal value functions at the boundary of their domain under complete convexity
• Differentiability of Relations and Differential Stability of Perturbed Optimization Problems
• Computation of subdifferentials of marginal functions using the distance function
• Approximations of Rockafellians, Lagrangians, and dual functions
• Subdifferentials of marginal functions of parametric bang-bang control problems

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