Directional differentiability of the optimal value function in a nonlinear programming problem
From MaRDI portal
Publication:3337968
DOI10.1007/BFb0121219zbMath0546.90088MaRDI QIDQ3337968
Publication date: 1984
Published in: Sensitivity, Stability and Parametric Analysis (Search for Journal in Brave)
directional derivativemarginal valuesaugmented Lagrangianlocal optimalitymin-max formulasecond-order necessary conditions for optimalityparameterized minimization problem
Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Numerical methods based on nonlinear programming (49M37) Optimality conditions for free problems in two or more independent variables (49K10)
Related Items
Directional derivatives of optimal value functions in mathematical programming, Qualification conditions for multivalued functions in Banach spaces with applications to nonsmooth vector optimization problems, New differential properties of sup-type functions, Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments, Sensitivity and stability analysis for nonlinear programming, Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton, Smoothness properties of a regularized gap function for quasi-variational inequalities, On the numerical solution of a class of Stackelberg problems, Marginal values in mixed integer linear programming, Directionally differentiable multiobjective optimization involving discrete inclusions, A natural extension of the classical envelope theorem in vector differential programming, On implicit function theorem for locally Lipschitz equations, A practicable way for computing the directional derivative of the optimal value function in convex programming, Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis, Tangency and differentiation: Marginal functions, Generalized semi-infinite programming: a tutorial, Lagrange multipliers for multiobjective programs with a general preference, The lower semicontinuity of optimal solution sets, Sensitivity analysis for nonsmooth generalized equations, On smoothness properties of optimal value functions at the boundary of their domain under complete convexity, Solving generalized semi-infinite programs by reduction to simpler problems, Regularity properties of the optimal value function in non linear programming, Minimization of marginal functions in mathematical programming based on continuous outer subdifferentials, Stability and sensitivity-analysis for stochastic programming, Directional derivative of the value function in parametric optimization, Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients, A measure of concentration robustness in a biochemical reaction network and its application on system identification, Sensitivity analysis using the tangent derivative, Directional differentiation of marginal functions in mathematical programming problems, On differentiability properties of player convex generalized Nash equilibrium problems, On concepts of directional differentiability, Sensitivity analysis of optimization problems in Hilbert space with application to optimal control, First-order and second-order epsilon-directional derivatives of a marginal function in convex programming with linear inequality constraints, Value of Information in Bayesian Routing Games, Hölder behavior of optimal solutions and directional differentiability of marginal functions in nonlinear programming, Global convergence of algorithms under constant rank conditions for nonlinear second-order cone programming, On optimality conditions for generalized semi-infinite programming problems, On generalized semi-infinite optimization and bilevel optimization, On necessary optimality conditions in a class of optimization problems, Degeneracy in NLP and the development of results motivated by its presence, The nonlinear bilevel programming problem:formulations,regularity and optimality conditions, The nonlinear bilevel programming problem:formulations,regularity and optimality conditions, Optimality conditions for directionally differentiable multi-objective programming problems