A practicable way for computing the directional derivative of the optimal value function in convex programming
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Publication:4327955
DOI10.1080/02331939208843834zbMath0817.90118OpenAlexW2012009607MaRDI QIDQ4327955
Publication date: 1 August 1995
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331939208843834
sensitivity analysisleast squaresoptimal value functiondirectional derivativenondifferential optimization
Convex programming (90C25) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52)
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Cites Work
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