The marginal value formula on regions of stability
DOI10.1080/02331939308843869zbMATH Open0818.90089OpenAlexW2092412812MaRDI QIDQ3835652FDOQ3835652
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
Recommendations
Lagrange multipliersmultiobjective optimizationdirectional derivativeoptimal value functionstable perturbationspoint-to-set mappingregion of stabilitymarginal value formulabi-convex mathematical programming
Convex programming (90C25) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)
Cites Work
- Introduction to sensitivity and stability analysis in nonlinear programming
- Generalized equations and their solutions, part II: Applications to nonlinear programming
- First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
- Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
- Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
- Point-to-Set Maps in Mathematical Programming
- Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
- Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming
- Differentiability with respect to parameters of solutions to convex programming problems
- Characterizing optimality in mathematical programming models
- Constraint qualifications in input optimisation
- The marginal value formula in input optimization
- On the directional derivative of the optimal solution mapping without linear independence constraint qualification
Cited In (5)
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