A natural extension of the classical envelope theorem in vector differential programming

DOI10.1007/S10898-015-0307-2MaRDI QIDQ897053zbMATH OpenOpenAlexFDO

Authors M. A. Melguizo Padial, Fernando García-Castaño

Publication date 16 December 2015

Published in Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10045/58143

zbMATH Keywords

set-valued mapenvelope theoremClarke derivativetangential regularitycontingent or bouligand derivative

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Programming in abstract spaces (90C48)

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Cites work

• scientific article; zbMATH DE number 1360760 (Why is no real title available?)
• scientific article; zbMATH DE number 1022878 (Why is no real title available?)
• scientific article; zbMATH DE number 3048439 (Why is no real title available?)
• Density theorems for ideal points in vector optimization
• Differentiability of the value function without interiority assumptions
• Directional differentiability of the optimal value function in a nonlinear programming problem
• On the Differentiability of the Value Function in Dynamic Models of Economics
• On the envolvent theorem in multiobjective programming
• Sensitivity analysis for convex multiobjective programming in abstract spaces
• Sensitivity analysis in convex optimization through the circatangent derivative
• Sensitivity analysis in convex programming
• Sensitivity analysis in differential programming through the Clarke derivative
• Sensitivity analysis in multiobjective differential programming
• Sensitivity and optimality conditions in the multiobjective differential programming
• Set-valued analysis
• The Le Chatelier principle in optimal control problems
• The envelope theorem and comparative statics of Nash equilibria
• The envelope theorem for multiobjective convex programming via contingent derivatives
• Theory of Maxima and the Method of Lagrange

Cited in

(4)

• A set-valued Lagrange theorem based on a process for convex vector programming
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• Envelope theorems in dynamic programming
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