Marginal values and second-order necessary conditions for optimality

DOI10.1007/BF02591866MaRDI QIDQ3669192zbMATH OpenOpenAlexFDO

Authors R. T. Rockafellar

Publication date 1983

Published in Mathematical Programming (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02591866

zbMATH Keywords

sensitivity analysisLagrange multipliersaugmented Lagrangianestimatessecond order necessary conditionssubderivativesmarginal valuesgeneralized subgradient

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Sensitivity, stability, parametric optimization (90C31) Numerical methods involving duality (49M29)

Cites work

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• Necessary and Sufficient Conditions for a Local Minimum. 3: Second Order Conditions and Augmented Duality
• On The Marginal Function in Nonlinear Programming
• On the Convergence of Sequences of Convex Sets in Finite Dimensions
• Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• The Generalized Gradient of a Marginal Function in Mathematical Programming

Cited in

(5)

• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
• Sensitivity analysis of the value function for nonsmooth optimization problems
• Second order necessary and sufficient conditions for convex composite NDO
• Energetic consistency conditions for standard impacts. II: Poisson-type inequality impact laws
• On constraint qualifications and sensitivity analysis for general optimization problems via pseudo-Jacobians

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