Approximate first-order and second-order directional derivatives of a marginal function in convex optimization

DOI10.1007/BF00938593MaRDI QIDQ761248zbMATH OpenOpenAlexFDO

Authors Jean-Baptiste Hiriart-Urruty

Publication date 1986

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00938593

zbMATH Keywords

convex optimizationmarginal functionsapproximate second-order directional derivatives

Mathematics Subject Classification ID

Convex programming (90C25) Methods of successive quadratic programming type (90C55)

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Cites work

• scientific article; zbMATH DE number 3263866 (Why is no real title available?)
• scientific article; zbMATH DE number 3378720 (Why is no real title available?)
• Approximating a Second-Order Directional Derivative for Nonsmooth Convex Functions
• Calculus Rules on the Approximate Second-Order Directional Derivative of a Convex Function
• Convex Analysis
• Limiting behaviour of the approximate first order and second order directional derivatives for a convex function
• On optimality conditions in nondifferentiable programming
• On the differential properties of the support function of the∈-subdifferential of a convex function
• epsilon-subdifferentials and epsilon-optimality
• ε-Optimal solutions in nondifferentiable convex programming and some related questions

Cited in

(11)

• Second order necessary optimality conditions for minimizing a sup-type function
• Generalized Second Derivatives of Convex Functions and Saddle Functions
• scientific article; zbMATH DE number 10783 (Why is no real title available?)
• The upper and lower second order directional derivatives of a sup-type function
• Second Order Directional Derivatives in Parametric Optimization Problems
• Clarke directional derivatives of regularized gap functions for nonsmooth quasi-variational inequalities
• Deterministic methods in constrained global optimization: Some recent advances and new fields of application
• Subdifferentials of the marginal functions in parametric convex optimization via intersection formulas
• First-order and second-order epsilon-directional derivatives of a marginal function in convex programming with linear inequality constraints
• On generalised convex nonsmooth functions
• Limiting behaviour of the approximate first order and second order directional derivatives for a convex function

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