Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming

DOI10.1007/BFb0120958zbMath0478.90060OpenAlexW197936677MaRDI QIDQ3936510

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1007/bfb0120958

zbMATH Keywords

optimal value function inequality constraints marginal values Lagrange multiplier rule finite-dimensional optimization problems generalized subgradient set bounds on subderivatives locally Lipschitzian equality constraints perturbational parameters

Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical methods involving duality (49M29)

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