Directional derivative of the value function in parametric optimization

DOI10.1007/BF02055197MaRDI QIDQ2277158zbMATH OpenOpenAlexFDO

Authors Jacques Gauvin, Robert Janin

Publication date 1990

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

Full work available at URL https://doi.org/10.1007/bf02055197

zbMATH Keywords

directional derivativeexistenceoptimal value functionparametric optimizationsensitivity analysis

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

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Cites work

• Differential Stability in Nonlinear Programming
• Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming
• Directional differentiability of the optimal value function in a nonlinear programming problem
• Introduction to sensitivity and stability analysis in nonlinear programming
• On The Marginal Function in Nonlinear Programming
• Second-order and related extremality conditions in nonlinear programming
• Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections

Cited in

(10)

• Directional derivatives of optimal solutions in smooth nonlinear programming
• The steepest descent direction for the nonlinear bilevel programming problem
• Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs
• Sensitivity and stability analysis for nonlinear programming
• Value functions and their directional derivatives in parametric nonlinear programming
• scientific article; zbMATH DE number 3982907 (Why is no real title available?)
• One-sided derivatives for the value function in convex parametric programming
• Dedicated to memory of Professor ROBERT JANIN
• Geometric measures of convex sets and bounds on problem sensitivity and robustness for conic linear optimization
• On second-order directional derivatives of value functions

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