Second Order Directional Derivatives in Parametric Optimization Problems

DOI10.1287/MOOR.13.1.124MaRDI QIDQ3793952zbMATH OpenOpenAlexFDO

Authors Alberto Seeger

Publication date 1988

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.13.1.124

zbMATH Keywords

distance from a moving setexistence theoremsfirst and second order directional derivativesmarginal functiontangent cones

Mathematics Subject Classification ID

Differentiation (real functions of one variable): general theory, generalized derivatives, mean value theorems (26A24) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

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(18)

• Calculus for parabolic second-order derivatives
• Directional derivatives of optimal value functions in mathematical programming
• Directional derivative of the value function in parametric optimization
• Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs
• Hölder behavior of optimal solutions and directional differentiability of marginal functions in nonlinear programming
• Generalized Second Derivatives of Convex Functions and Saddle Functions
• Calculus rules on a new set—valued second order derivative for convex functions
• First- and Second-Order Epi-Differentiability in Nonlinear Programming
• Generalized Second-Order Derivatives of Convex Functions in Reflexive Banach Spaces
• scientific article; zbMATH DE number 508924 (Why is no real title available?)
• Regularity and strong sufficient optimality conditions in differentiable optimization problems
• Epiderivatives of the marginal function in nonsmooth parametric optimization
• On second-order directional derivatives of value functions
• scientific article; zbMATH DE number 7625188 (Why is no real title available?)
• scientific article; zbMATH DE number 5691250 (Why is no real title available?)
• Approximations, expansions and univalued representations of multifunctions
• Directional differentiability of the optimal value function in quadratic programming problem on Hilbert spaces
• The lower semicontinuity of optimal solution sets

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