The marginal value formula on regions of stability

DOI10.1080/02331939308843869MaRDI QIDQ3835652zbMATH OpenOpenAlexFDO

Authors M. H. van Rooyen, Sanjo Zlobec

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 optimizationdirectional derivativeoptimal value functionstable perturbationspoint-to-set mappingregion of stabilitymarginal value formulabi-convex mathematical programming

Mathematics Subject Classification ID

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

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Cites work

• Characterizing optimality in mathematical programming models
• Constraint qualifications in input optimisation
• Differentiability with respect to parameters of solutions to convex programming problems
• Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming
• Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
• First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
• Generalized equations and their solutions, part II: Applications to nonlinear programming
• Introduction to sensitivity and stability analysis in nonlinear programming
• On the directional derivative of the optimal solution mapping without linear independence constraint qualification
• 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
• The marginal value formula in input optimization

Cited in

(5)

• Marginal values in mixed integer linear programming
• Partly convex programming and Zermelo's navigation problems
• Stable parametric programming^*
• New regions of stability in input optimization
• scientific article; zbMATH DE number 4030851 (Why is no real title available?)

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