On second-order directional derivatives of value functions

DOI10.1080/02331934.2012.754441MaRDI QIDQ4981862zbMATH OpenOpenAlexFDO

Authors Leonid Minchenko, A. N. Tarakanov

Publication date 20 March 2015

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2012.754441

zbMATH Keywords

calmnessdirectional derivativesmulti-valued mappingsnon-linear programmingoptimal value functionregularity conditions

Mathematics Subject Classification ID

Best approximation, Chebyshev systems (41A50) Sensitivity, stability, well-posedness (49K40) Sensitivity, stability, parametric optimization (90C31)

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Cites work

• An Application of Error Bounds for Convex Programming in a Linear Space
• First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
• On metric and calmness qualification conditions in subdifferential calculus
• On the Calmness of a Class of Multifunctions
• On The Marginal Function in Nonlinear Programming
• Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
• Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints

Cited in

(9)

• Directional derivative of the value function in parametric optimization
• Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs
• Sensitivity analysis of the value function for parametric mathematical programs with equilibrium constraints
• Value functions and their directional derivatives in parametric nonlinear programming
• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
• Second Order Directional Derivatives in Parametric Optimization Problems
• On second-order directional derivatives
• Existence and sensitivity analysis for nonconvex cubic optimization problems
• Second-order composed contingent derivative of the perturbation map in multiobjective optimization

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