The marginal value formula on regions of stability
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Publication:3835652
DOI10.1080/02331939308843869zbMath0818.90089OpenAlexW2092412812MaRDI QIDQ3835652
Sanjo Zlobec, M. H. van Rooyen
Publication date: 17 August 1995
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331939308843869
Lagrange multipliersmultiobjective optimizationoptimal value functiondirectional derivativepoint-to-set mappingstable perturbationsregion of stabilitymarginal value formulabi-convex mathematical programming
Convex programming (90C25) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)
Related Items (2)
Cites Work
- Introduction to sensitivity and stability analysis in nonlinear programming
- Characterizing optimality in mathematical programming models
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- First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
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- On the directional derivative of the optimal solution mapping without linear independence constraint qualification
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- The marginal value formula in input optimization
- Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
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