One-sided derivatives for the value function in convex parametric programming

DOI10.1080/02331939408843924MaRDI QIDQ3835642zbMATH OpenOpenAlexWikidataFDO

Authors Martin Gugat

Publication date 20 April 1995

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939408843924

zbMATH Keywords

cluster pointsconvex dualityLagrangianone-sided derivativesoptimal value functionparametric linear semi-infinite programs

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Semi-infinite programming (90C34)

Recommendations

• scientific article; zbMATH DE number 1440129
• Corrigendum: One-Sided Derivatives For The Value Function In Convex Parametric Programming
• Parametric disjunctive programming: One-sided differentiability of the value function
• Value functions and their directional derivatives in parametric nonlinear programming
• A practicable way for computing the directional derivative of the optimal value function in convex programming
• Directional derivative of the value function in parametric optimization
• Convexity and concavity properties of the optimal value function in parametric nonlinear programming
• Directional derivatives of optimal value functions in mathematical programming
• Directional derivatives for the value-function in semi-infinite programming
• scientific article; zbMATH DE number 3851588

Cites work

• A note on d-stability of convex programs and limiting Lagrangians
• Differential stability in infinite-dimensional nonlinear programming
• Directional derivatives for the value-function in semi-infinite programming
• scientific article; zbMATH DE number 3877856 (Why is no real title available?)
• scientific article; zbMATH DE number 3901506 (Why is no real title available?)
• Second-Order Absorbing Boundary Conditions for the Wave Equation: A Solution for the Corner Problem

Cited in

(11)

• Convex semi-infinite parametric programming: Uniform convergence of the optimal value functions of discretized problems
• Parametric disjunctive programming: One-sided differentiability of the value function
• The Newton differential correction algorithm for rational Chebyshev approximation with constrained denominators
• Semi-infinite terminal problems: a newton type method
• Convex Parametric Programming in Abstract Spaces
• scientific article; zbMATH DE number 1440129 (Why is no real title available?)
• Lipschitz continuity of the value function in mixed-integer optimal control problems
• Corrigendum: One-Sided Derivatives For The Value Function In Convex Parametric Programming
• Generalized derivatives of optimal-value functions with parameterized convex programs embedded
• On optimality and duality theorems of nonlinear disjunctive fractional minmax programs
• A study on optimality and duality theorems of nonlinear generalized disjunctive fractional programming

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