Directional derivatives of optimal value functions in mathematical programming

DOI10.1007/BF02191862zbMATH Open0844.90091MaRDI QIDQ1333364FDOQ1333364

Fuan Zhao, Changyu Wang

Publication date: 13 September 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

directional derivativesufficient conditionsoptimal value functionparametric nonlinear programming

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Sensitivity, stability, well-posedness (49K40) Fréchet and Gateaux differentiability in optimization (49J50)

Cites Work

• Convex Analysis
• Directional derivative of the marginal function in nonlinear programming
• Directional derivative of a minimax function
• Necessary and sufficient optimality conditions for a class of nonsmooth minimization problems
• A unified theory of first and second order conditions for extremum problems in topological vector spaces
• Optimality conditions in nondifferentiable programming and their applications to best approximations
• On Differentiability of Metric Projections in R n , 1: Boundary Case
• Directional differentiability of the optimal value function in a nonlinear programming problem
• Second Order Directional Derivatives in Parametric Optimization Problems
• One limit theorem, optimal criterion and existence theorem of the dual nonlinear program

Cited In (11)

• Directional differentiability of the optimal value function in indefinite quadratic programming
• New effective projection method for variational inequalities problem
• Directional differentiability of the optimal value function in convex semi-infinite programming
• Directional Derivative Calculus and Optimality Conditions in Nonsmooth Mathematical Programming
• Title not available (Why is that?)
• Directional derivatives of optimal solutions in smooth nonlinear programming
• Conception optimale ou identification de formes, calcul rapide de la dérivée directionnelle de la fonction coût
• One-sided derivatives for the value function in convex parametric programming
• Unified framework of extragradient-type methods for pseudomonotone variational inequalities.
• Directional derivates in minimax problems^(∗)
• Second-order optimality conditions for minimizing a max-function

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