Differentiability with respect to parameters of solutions to convex programming problems

DOI10.1007/BF01584382zbMath0582.49015MaRDI QIDQ3704503

Kazimierz Malanowski

Publication date: 1985

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

metric projection; parametric convex programming; Gateaux differentiability; Clarke's generalized derivative

Mathematics Subject Classification ID

90C25: Convex programming

90C31: Sensitivity, stability, parametric optimization

49J50: Fréchet and Gateaux differentiability in optimization

26B05: Continuity and differentiation questions

Related Items

A direct application of higher‐order parametric programming techniques to structural optimization, Quasidifferntiability of optimal solutions in parametric optimal solutions in parametric nonlinear optimization, The generalized jacobian of the optimal solution in parametric optimization, Sensitivity analysis in multiobjective optimization, Directional differentiability of metric projections onto moving sets at boundary points, Necessary optimality conditions for Stackelberg problems, Bundle trust-region algorithm for bilinear bilevel programming, Directional differentiability of optimal solutions under Slater's condition, Hölder behavior of optimal solutions and directional differentiability of marginal functions in nonlinear programming, On the numerical solution of a class of Stackelberg problems, Unnamed Item, On the directional derivative of the optimal solution mapping without linear independence constraint qualification, The marginal value formula on regions of stability

Cites Work

• On the inverse function theorem
• Solution point differentiability without strict complementarity in nonlinear programming
• Lipschitz Continuity for Constrained Processes
• Strongly Regular Generalized Equations
• Sensitivity analysis for nonlinear programming using penalty methods
• Trajectory analysis and extrapolation in barrier function methods
• At What Points is the Projection Mapping Differentiable?
• Differentiability of the Metric Projection in Hilbert Space