Second order multipliers and marginal function in non linear programs

DOI10.1080/02331939108843656zbMath0736.90071OpenAlexW2040180865MaRDI QIDQ3978581

J. C. Mado, J. Narayaninsamy, Robert Janin

Publication date: 25 June 1992

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939108843656

zbMATH Keywords

sensitivityoptimal value functionmarginal functionDini directional derivativesright hand side linear parameters

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Programming in abstract spaces (90C48) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20)

Related Items (1)

Yuan's alternative theorem and the maximization of the minimum eigenvalue function

Cites Work

• Differential stability in infinite-dimensional nonlinear programming
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• On The Marginal Function in Nonlinear Programming
• Directional derivative of the marginal function in nonlinear programming
• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
• Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming
• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• Convex Analysis

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