Subgradients of marginal functions in parametric mathematical programming
From MaRDI portal
Publication:959948
DOI10.1007/s10107-007-0120-xzbMath1177.90377OpenAlexW2055448128MaRDI QIDQ959948
Boris S. Mordukhovich, Nguyen Mau Nam, Nguyen Dong Yen
Publication date: 16 December 2008
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-007-0120-x
mathematical programminggeneralized differentiationvariational analysis and optimizationmarginal and value functionsnonsmooth functions and set-valued mappings
Nonlinear programming (90C30) Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53)
Related Items (85)
Normal regularity for the feasible set of semi-infinite multiobjective optimization problems with applications ⋮ Further results on subgradients of the value function to a parametric optimal control problem ⋮ On higher-order proto-differentiability and higher-order asymptotic proto-differentiability of weak perturbation maps in parametric vector optimization ⋮ On constraint qualifications and sensitivity analysis for general optimization problems via pseudo-Jacobians ⋮ 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 ⋮ Subdifferential stability analysis for convex optimization problems via multiplier sets ⋮ Subdifferentials of value functions and optimality conditions for DC and bilevel infinite and semi-infinite programs ⋮ Necessary optimality conditions for nonsmooth multi-objective bilevel optimization problem under the optimistic perspective ⋮ Bilevel Optimization: Reformulation and First Optimality Conditions ⋮ Estimates of generalized hessians for optimal value functions in mathematical programming ⋮ Value functions and their directional derivatives in parametric nonlinear programming ⋮ Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications ⋮ Normal subdifferentials of efficient point multifunctions in parametric vector optimization ⋮ The natural gas cash-out problem: a bilevel optimal control approach ⋮ Clarke coderivatives of efficient point multifunctions in parametric vector optimization ⋮ New optimality conditions and a scalarization approach for a nonconvex semi-vectorial bilevel optimization problem ⋮ On higher-order proto-differentiability of perturbation maps ⋮ Coderivatives and Aubin properties of solution mappings for parametric vector variational inequality problems ⋮ Differential stability of convex discrete optimal control problems with possibly empty solution sets ⋮ Sufficient optimality conditions using convexifactors for optimistic bilevel programming problem ⋮ Fréchet subdifferentials of efficient point multifunctions in parametric vector optimization ⋮ Variational sets and asymptotic variational sets of proper perturbation map in parametric vector optimization ⋮ Differential stability of discrete optimal control problems with possibly nondifferentiable costs ⋮ Differential stability of convex optimization problems with possibly empty solution sets ⋮ Exchanges and measures of risks ⋮ Necessary optimality conditions for a semivectorial bilevel optimization problem using the kth-objective weighted-constraint approach ⋮ Optimality conditions for optimistic bilevel programming problem using convexifactors ⋮ Variational analysis of marginal functions with applications to bilevel programming ⋮ On the existence, uniqueness, and stability of \(\beta\)-viscosity solutions to a class of Hamilton-Jacobi equations in Banach spaces ⋮ Subdifferentials of optimal value functions under metric qualification conditions ⋮ Robust Optimality and Duality in Multiobjective Optimization Problems under Data Uncertainty ⋮ On multiobjective bilevel optimization using tangential subdifferentials ⋮ Subdifferential of optimal value functions in nonlinear infinite programming ⋮ The bilevel programming problem: reformulations, constraint qualifications and optimality conditions ⋮ New optimality conditions for the semivectorial bilevel optimization problem ⋮ Optimality conditions in terms of convexificators for a bilevel multiobjective optimization problem ⋮ An upper estimate for the Clarke subdifferential of an infimal value function proved via the Mordukhovich subdifferential ⋮ Sensitivity analysis of the value function for nonsmooth optimization problems ⋮ Two-level value function approach to non-smooth optimistic and pessimistic bilevel programs ⋮ A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming ⋮ Subgradients of Marginal Functions in Parametric Control Problems of Partial Differential Equations ⋮ Optimality conditions for a bilevel optimization problem in terms of KKT multipliers and convexificators ⋮ New Applications of Variational Analysis to Optimization and Control ⋮ Necessary optimality conditions for a semivectorial bilevel problem under a partial calmness condition ⋮ Differential stability of convex discrete optimal control problems ⋮ Lipschitz continuity of the value function in mixed-integer optimal control problems ⋮ A simple approach to optimality conditions in minmax programming ⋮ ON FIRST-ORDER NECESSARY CONDITIONS FOR OPTIMALITY OF REGULAR GENERALIZED SEMI-INFINITE PROGRAMMING ⋮ Necessary optimality conditions in pessimistic bilevel programming ⋮ Sufficient optimality and sensitivity analysis of a parameterized min-max programming ⋮ Limiting subgradients of minimal time functions in Banach spaces ⋮ On the computation of relaxed pessimistic solutions to MPECs ⋮ Differential stability of convex optimization problems under inclusion constraints ⋮ Minimization of marginal functions in mathematical programming based on continuous outer subdifferentials ⋮ Optimality conditions for mixed discrete bilevel optimization problems ⋮ Necessary optimality conditions for nonsmooth generalized semi-infinite programming problems ⋮ Subgradients of the value function to a parametric optimal control problem ⋮ Optimality conditions for nonsmooth generalized semi-infinite programs ⋮ Lipschitz continuity of the optimal value function in parametric optimization ⋮ Saddle point approximation approaches for two-stage robust optimization problems ⋮ Bilevel Optimal Control Problems with Pure State Constraints and Finite-dimensional Lower Level ⋮ Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients ⋮ Bilevel Optimal Control With Final-State-Dependent Finite-Dimensional Lower Level ⋮ Clarke directional derivatives of regularized gap functions for nonsmooth quasi-variational inequalities ⋮ Point-based sufficient conditions for metric regularity of implicit multifunctions ⋮ Subgradients of value functions in parametric dynamic programming ⋮ Bilevel programming problems with simple convex lower level ⋮ Differential stability of convex optimization problems under weaker conditions ⋮ Mordukhovich subgradients of the value function to a parametric discrete optimal control problem ⋮ The penalty functions method and multiplier rules based on the Mordukhovich subdifferential ⋮ Differential stability of a class of convex optimal control problems ⋮ Differential stability of discrete optimal control problems with mixed contraints ⋮ Subdifferentials of marginal functions of parametric bang-bang control problems ⋮ Optimality Conditions for a Nonsmooth Semivectorial Bilevel Optimization Problem ⋮ Coderivatives and Aubin property of efficient point and efficient solution set-valued maps in parametric vector optimization ⋮ Differential stability properties in convex scalar and vector optimization ⋮ Subdifferentials of the marginal functions in parametric convex optimization via intersection formulas ⋮ Subdifferentials of Nonconvex Integral Functionals in Banach Spaces with Applications to Stochastic Dynamic Programming ⋮ Sensitivity analysis in parametric multiobjective discrete-time control via Fréchet subdifferential calculus of the frontier map ⋮ Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems ⋮ On Second-Order Composed Proto-Differentiability of Proper Perturbation Maps in Parametric Vector Optimization Problems ⋮ The stationary point set map in general parametric optimization problems ⋮ Optimality conditions for pessimistic semivectorial bilevel programming problems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Convex functions, monotone operators and differentiability.
- On implicit function theorems for set-valued maps and their application to mathematical programming under inclusion constraints
- Nonsmooth approach to optimization problems with equilibrium constraints. Theory, applications and numerical results
- Multivalued analysis and differential properties of multivalued mappings
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Techniques of variational analysis
- Lagrange multipliers for set-valued optimization problems associated with coderivatives
- Multiplier Rules Under Mixed Assumptions of Differentiability and Lipschitz Continuity
- Sensitivity Analysis of the Value Function for Optimization Problems with Variational Inequality Constraints
- On The Marginal Function in Nonlinear Programming
- Lipschitz Behavior of Solutions to Convex Minimization Problems
- Some examples and counterexamples for the stability analysis of nonlinear programming problems
- On Subdifferentials of Optimal Value Functions
- Fréchet subdifferential calculus and optimality conditions in nondifferentiable programming
- Optimization and nonsmooth analysis
- Extensions of subgradient calculus with applications to optimization
- Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming
- Differential properties of the marginal function in mathematical programming
- First and second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems
- Differentiable stability in non convex and non differentiable programming
- Generalized equations and their solutions, Part I: Basic theory
- Variational Analysis
- Nonsmooth sequential analysis in Asplund spaces
- Variational Stability and Marginal Functions via Generalized Differentiation
This page was built for publication: Subgradients of marginal functions in parametric mathematical programming