Convexity and concavity properties of the optimal value function in parametric nonlinear programming
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Publication:762065
DOI10.1007/BF00938592zbMATH Open0556.90085OpenAlexW2076370241MaRDI QIDQ762065FDOQ762065
Authors: Jerzy Kyparisis, Anthony V. Fiacco 
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/bf00938592
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- Reducing Conservatism in Robust Optimization
- A decomposition method for the min concave cost flow problem with a staircase structure
- An equivalent one level optimization problem to a semivectorial bilevel problem
- Critical Value Functions have Finite Modulus of Concavity
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- Two optimal value functions in parametric conic linear programming
- An approximation framework for two-stage ambiguous stochastic integer programs under mean-MAD information
- The exact solution of multiparametric quadratically constrained quadratic programming problems
- Solving inverse optimal control problems via value functions to global optimality
- Necessary and sufficient conditions for Pareto efficiency in robust multiobjective optimization
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- Bilevel optimal control problems with pure state constraints and finite-dimensional lower level
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- The optimal value and optimal solutions of the proximal average of convex functions
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- Theoretical and algorithmic advances in multi-parametric programming and control
- Bilevel optimal control: existence results and stationarity conditions
- Generalized derivatives of optimal-value functions with parameterized convex programs embedded
- Suggested research topics in sensitivity and stability analysis for semi- infinite programming problems
- Global multi-parametric optimal value bounds and solution estimates for separable parametric programs
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