The marginal value formula on regions of stability

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

zbMATH Keywords

Lagrange multipliersmultiobjective optimizationoptimal value functiondirectional derivativepoint-to-set mappingstable perturbationsregion of stabilitymarginal value formulabi-convex mathematical programming

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Related Items (2)

Stable parametric programming^* ⋮ Partly convex programming and Zermelo's navigation problems

Cites Work

• Introduction to sensitivity and stability analysis in nonlinear programming
• Characterizing optimality in mathematical programming models
• Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
• First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
• Differentiability with respect to parameters of solutions to convex programming problems
• Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming
• Constraint qualifications in input optimisation
• On the directional derivative of the optimal solution mapping without linear independence constraint qualification
• Generalized equations and their solutions, part II: Applications to nonlinear programming
• The marginal value formula in input optimization
• Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
• Point-to-Set Maps in Mathematical Programming

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