Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
From MaRDI portal
Publication:4404678
DOI10.1287/opre.21.1.188zbMath0278.90062OpenAlexW2001180379MaRDI QIDQ4404678
Publication date: 1973
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.21.1.188
Related Items
The steepest descent direction for the nonlinear bilevel programming problem, Some topological properties of the solution sets of parametrized minimax problems, Sensitivity and stability analysis for nonlinear programming, Smoothness properties of a regularized gap function for quasi-variational inequalities, A new gap function for vector variational inequalities with an application, Computing optimal incentives via bilevel programming, Feasible method for generalized semi-infinite programming, Directional derivative of a minimax function, Gap functions and penalization for solving equilibrium problems with nonlinear constraints, Directional derivatives for the value-function in semi-infinite programming, Quasidifferntiability of optimal solutions in parametric optimal solutions in parametric nonlinear optimization, Brève communication. Décomposition en programmation convexe, Tangency and differentiation: Marginal functions, Generalized semi-infinite programming: a tutorial, Stochastic mathematical programs with equilibrium constraints, Whitney differentiability of optimal-value functions for bound-constrained convex programming problems, On gap functions for quasi-variational inequalities, A large deviation perspective on ratio observables in reset processes: robustness of rate functions, On the (non-)differentiability of the optimal value function when the optimal solution is unique, On smoothness properties of optimal value functions at the boundary of their domain under complete convexity, Gap functions for quasi-equilibria, The marginal value formula on regions of stability, Gap functions and error bounds for inverse quasi-variational inequality problems, An algorithm for solving two-level convex optimization problems, Approximation by circles, On constraint qualifications in nonsmooth optimization., Clarke directional derivatives of regularized gap functions for nonsmooth quasi-variational inequalities, Two-Stage Stochastic Programming with Linearly Bi-parameterized Quadratic Recourse, Generalized Gradients and Applications, Exact and inexact penalty methods for the generalized bilevel programming problem, On an algorithm solving two-level programming problems with nonunique lower level solutions, On differentiability properties of player convex generalized Nash equilibrium problems, Bilevel convex programming models, On the differential properties of the support function of the∈-subdifferential of a convex function, Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion, Descent and penalization techniques for equilibrium problems with nonlinear constraints, Extension of optimality conditions via supporting functions, Conjugate derivative of a multivalued mapping and the differentiability of the maximum under connected constraints