The marginal value formula in input optimization

DOI10.1080/02331939108843676MaRDI QIDQ3974420zbMATH OpenOpenAlexFDO

Authors Sanjo Zlobec

Publication date 25 June 1992

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939108843676

zbMATH Keywords

dualityperturbationssaddle pointsregion of stabilitymarginal value formulabi-convex mathematical programminginput optimization problem

Mathematics Subject Classification ID

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

Recommendations

• The marginal value formula on regions of stability
• Input optimization: I. Optimal realizations of mathematical models
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• scientific article; zbMATH DE number 4030851

Cites work

• scientific article; zbMATH DE number 3711742 (Why is no real title available?)
• scientific article; zbMATH DE number 3726082 (Why is no real title available?)
• scientific article; zbMATH DE number 3473182 (Why is no real title available?)
• scientific article; zbMATH DE number 3545338 (Why is no real title available?)
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• Characterizing optimality in mathematical programming models
• Constraint qualifications in input optimisation
• Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming
• Input optimization: I. Optimal realizations of mathematical models
• Introduction to sensitivity and stability analysis in nonlinear programming
• On the continuity of a Lagrangian multiplier function in input optimization
• Point-to-Set Maps in Mathematical Programming
• Stable planning by linear and convex models/

Cited in

(5)

• The marginal value formula on regions of stability
• Partly convex programming and Zermelo's navigation problems
• Stable parametric programming^*
• Bilevel convex programming models
• Survey of input optimization¹

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