Second order multipliers and marginal function in non linear programs

DOI10.1080/02331939108843656MaRDI QIDQ3978581zbMATH OpenOpenAlexFDO

Authors Jean-Claude Mado, J. Narayaninsamy, Robert Janin

Publication date 25 June 1992

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331939108843656

zbMATH Keywords

Dini directional derivativesmarginal functionoptimal value functionright hand side linear parameterssensitivity

Mathematics Subject Classification ID

Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20) Sensitivity, stability, parametric optimization (90C31) Programming in abstract spaces (90C48)

Recommendations

• First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
• Directional differentiability of the optimal value function in a nonlinear programming problem
• On The Marginal Function in Nonlinear Programming
• Inner estimates for the generalized gradient of the optimal value function in nonlinear programming
• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs

Cites work

• A necessary and sufficient regularity condition to have bounded multipliers in nonconvex programming
• Convex Analysis
• Differential stability in infinite-dimensional nonlinear programming
• Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming
• Directional derivative of the marginal function in nonlinear programming
• On The Marginal Function in Nonlinear Programming
• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints

Cited in

(14)

• Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
• Yuan's alternative theorem and the maximization of the minimum eigenvalue function
• Critical multipliers in variational systems via second-order generalized differentiation
• Estimates of generalized hessians for optimal value functions in mathematical programming
• On The Marginal Function in Nonlinear Programming
• scientific article; zbMATH DE number 4159495 (Why is no real title available?)
• On second-order Taylor expansion of critical values
• Inner estimates for the generalized gradient of the optimal value function in nonlinear programming
• Second order sensitivity analysis and asymptotic theory of parametrized nonlinear programs
• scientific article; zbMATH DE number 125249 (Why is no real title available?)
• scientific article; zbMATH DE number 1047609 (Why is no real title available?)
• scientific article; zbMATH DE number 1099088 (Why is no real title available?)
• Epiderivatives of the marginal function in nonsmooth parametric optimization
• Upper subderivatives and generalized gradients of the marginal function of a non-Lipschitzian program

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