Directional derivatives of optimal value functions in mathematical programming

DOI10.1007/BF02191862zbMath0844.90091MaRDI QIDQ1333364

Fuan Zhao, Chang-Yu Wang

Publication date: 13 September 1994

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

zbMATH Keywords

optimal value functionsufficient conditionsdirectional derivativeparametric nonlinear programming

Mathematics Subject Classification ID

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

Related Items

New effective projection method for variational inequalities problem, Unified framework of extragradient-type methods for pseudomonotone variational inequalities., Second-order optimality conditions for minimizing a max-function

Cites Work

• Optimality conditions in nondifferentiable programming and their applications to best approximations
• One limit theorem, optimal criterion and existence theorem of the dual nonlinear program
• Directional derivative of a minimax function
• Directional differentiability of the optimal value function in a nonlinear programming problem
• Directional derivative of the marginal function in nonlinear programming
• Second Order Directional Derivatives in Parametric Optimization Problems
• 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
• On Differentiability of Metric Projections in R n , 1: Boundary Case
• Convex Analysis