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

DOI10.1007/S10898-015-0307-2zbMATH Open1356.90134OpenAlexW208906591MaRDI QIDQ897053FDOQ897053

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

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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)

Cites Work

• Set-valued analysis
• Density theorems for ideal points in vector optimization
• On the Differentiability of the Value Function in Dynamic Models of Economics
• Sensitivity analysis in differential programming through the Clarke derivative
• Sensitivity analysis for convex multiobjective programming in abstract spaces
• Sensitivity analysis in convex optimization through the circatangent derivative
• Sensitivity analysis in convex programming
• Title not available (Why is that?)
• Differentiability of the value function without interiority assumptions
• The envelope theorem and comparative statics of Nash equilibria
• Title not available (Why is that?)
• On the envolvent theorem in multiobjective programming
• The envelope theorem for multiobjective convex programming via contingent derivatives
• Directional differentiability of the optimal value function in a nonlinear programming problem
• Title not available (Why is that?)
• The Le Chatelier principle in optimal control problems
• Sensitivity and optimality conditions in the multiobjective differential programming
• Sensitivity analysis in multiobjective differential programming
• Theory of Maxima and the Method of Lagrange

Cited In (4)

• The envelope theorem for multiobjective convex programming via contingent derivatives
• A set-valued Lagrange theorem based on a process for convex vector programming
• The envelope theorem in dynamic optimization
• Envelope theorems in dynamic programming

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