Sensitivity analysis using the tangent derivative

DOI10.1080/01630569208816467MaRDI QIDQ4711185zbMATH OpenOpenAlexFDO

Authors Jürgen Klose

Publication date 25 June 1992

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630569208816467

zbMATH Keywords

Bouligand's tangent coneparametrized vector optimizationpretopological real vector spacessensitivity analysistangent derivative

Mathematics Subject Classification ID

Fréchet and Gateaux differentiability in optimization (49J50) Nonsmooth analysis (49J52) Multi-objective and goal programming (90C29) Sensitivity, stability, parametric optimization (90C31) Programming in abstract spaces (90C48)

Review text

Using some equivalent characterizations of Bouligand's tangent cone in pretopological real vector spaces and in metric vector spaces, several properties of the tangent derivative of correspondences between these vector spaces are derived. These results are applied for the sensitivity analysis of a parametrized vector optimization problem.

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Cites work

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Cited in

(8)

• Some results on sensitivity analysis in set-valued optimization
• Sensitivity analysis in convex optimization through the circatangent derivative
• Optimality and duality for non-Lipschitz multiobjective optimization problems
• Variational sets of perturbation maps and applications to sensitivity analysis for constrained vector optimization
• scientific article; zbMATH DE number 1360760 (Why is no real title available?)
• Second-order composed contingent derivative of the perturbation map in multiobjective optimization
• An epigraph-based approach to sensitivity analysis in set-valued optimization
• Sensitivity in multiobjective optimization: The generalized envolvent theorem

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