A practicable way for computing the directional derivative of the optimal value function in convex programming

DOI10.1080/02331939208843834zbMath0817.90118OpenAlexW2012009607MaRDI QIDQ4327955

Ralf Baumgart, Klaus Beer

Publication date: 1 August 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939208843834

zbMATH Keywords

sensitivity analysisleast squaresoptimal value functiondirectional derivativenondifferential optimization

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52)

Related Items

Bilevel convex programming models

Cites Work

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• Directional derivative of the marginal function in nonlinear programming
• Differential properties of the marginal function in mathematical programming
• Convex Analysis
• Marginal Values in Linear Programming