Differential stability of convex optimization problems under inclusion constraints

DOI10.1080/00036811.2014.890710zbMath1309.49014OpenAlexW4248891727WikidataQ58283134 ScholiaQ58283134MaRDI QIDQ5175332

D. T. V. An, Nguyen Dong Yen

Publication date: 20 February 2015

Published in: Applicable Analysis (Search for Journal in Brave)

Full work available at URL: https://figshare.com/articles/journal_contribution/Differential_stability_of_convex_optimization_problems_under_inclusion_constraints/961780

zbMATH Keywords

parametric programmingnormal conesubdifferentialoptimal value functionconvex optimization problemsinclusion constraintsMoreau-Rockafellar theorem

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)

Related Items (18)

Two optimal value functions in parametric conic linear programming ⋮ Further results on differential stability of convex optimization problems ⋮ Subgradients of the value function in a parametric convex optimal control problem ⋮ OPTIMAL CONTROL OF SEMILINEAR HIGHER-ORDER DIFFERENTIAL INCLUSIONS ⋮ Subdifferential stability analysis for convex optimization problems via multiplier sets ⋮ Differential stability of convex discrete optimal control problems with possibly empty solution sets ⋮ Differential stability of discrete optimal control problems with possibly nondifferentiable costs ⋮ Differential stability of convex optimization problems with possibly empty solution sets ⋮ Subdifferentials of optimal value functions under metric qualification conditions ⋮ Subgradients of Marginal Functions in Parametric Control Problems of Partial Differential Equations ⋮ Variational geometric approach to generalized differential and conjugate calculi in convex analysis ⋮ Differential stability of convex discrete optimal control problems ⋮ Differential stability of convex optimization problems under weaker conditions ⋮ Differential stability of a class of convex optimal control problems ⋮ Differential stability properties in convex scalar and vector optimization ⋮ Optimization of higher-order differential inclusions with special boundary value conditions ⋮ Subdifferentials of the marginal functions in parametric convex optimization via intersection formulas ⋮ Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems

Cites Work

• Subgradients of marginal functions in parametric mathematical programming
• On implicit function theorems for set-valued maps and their application to mathematical programming under inclusion constraints
• On The Marginal Function in Nonlinear Programming
• Some examples and counterexamples for the stability analysis of nonlinear programming problems
• On Subdifferentials of Optimal Value Functions
• A Short Algebraic Proof of the Farkas Lemma
• Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming
• Differential properties of the marginal function in mathematical programming
• Differentiable stability in non convex and non differentiable programming

This page was built for publication: Differential stability of convex optimization problems under inclusion constraints