Sensitivity analysis of the value function for nonsmooth optimization problems

DOI10.1016/J.ORL.2017.04.012MaRDI QIDQ1728258zbMATH OpenOpenAlexFDO

Authors M. Alavi Hejazi, S. Nobakhtian

Publication date 22 February 2019

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.orl.2017.04.012

zbMATH Keywords

sensitivity analysisnonsmooth analysisnecessary optimality conditionconvexificator

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Sensitivity, stability, well-posedness (49K40)

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Cited in

(10)

• Sensitivity Analysis of Optimal Value Functions of Convex Parametric Programs with Possibly Empty Solution Sets
• Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs
• On sensitivity analysis of nonsmooth multidisciplinary optimization problems in engineering process line applications
• Interval-valued value function and its application in interval optimization problems
• Sensitivity analysis of the value function for optimization problems with variational inequality constraints
• scientific article; zbMATH DE number 176973 (Why is no real title available?)
• scientific article; zbMATH DE number 3940091 (Why is no real title available?)
• scientific article; zbMATH DE number 125278 (Why is no real title available?)
• On constraint qualifications and sensitivity analysis for general optimization problems via pseudo-Jacobians
• Value function calculus and applications

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