Variational Stability and Marginal Functions via Generalized Differentiation

DOI10.1287/MOOR.1050.0147MaRDI QIDQ5387949zbMATH OpenOpenAlexFDO

Authors Boris S. Mordukhovich, Nguyen Mau Nam

Publication date 27 May 2008

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

Full work available at URL https://digitalcommons.wayne.edu/cgi/viewcontent.cgi?article=1026&context=math_reports

zbMATH Keywords

generalized differentiationoptimization and variational analysismarginal and value functionsrobust stability and sensitivity

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Sensitivity, stability, well-posedness (49K40)

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Cited in

(47)

• Lipschitz properties of nonsmooth functions and set-valued mappings via generalized differentiation
• On first-order necessary conditions for optimality of regular generalized semi-infinite programming
• Optimality conditions for pessimistic semivectorial bilevel programming problems
• Necessary optimality conditions in pessimistic bilevel programming
• Scholtes relaxation method for pessimistic bilevel optimization
• Variational analysis of marginal functions with applications to bilevel programming
• Necessary optimality conditions for a semivectorial bilevel problem under a partial calmness condition
• New necessary optimality conditions in optimistic bilevel programming
• The generalized Mangasarian-Fromowitz constraint qualification and optimality conditions for bilevel programs
• Stability for parametric control problems of PDEs via generalized differentiation
• Subdifferentials of value functions and optimality conditions for DC and bilevel infinite and semi-infinite programs
• Optimality conditions for optimistic bilevel programming problem using convexifactors
• R-regularity of set-valued mappings under the relaxed constant positive linear dependence constraint qualification with applications to parametric and bilevel optimization
• Necessary optimality conditions for nonsmooth generalized semi-infinite programming problems
• Subgradients of marginal functions in parametric mathematical programming
• Further results on subgradients of the value function to a parametric optimal control problem
• Coincidence points in generalized metric spaces
• Optimality Conditions for a Nonsmooth Semivectorial Bilevel Optimization Problem
• Optimality conditions for nonsmooth generalized semi-infinite programs
• Optimality conditions for a bilevel optimization problem in terms of KKT multipliers and convexificators
• Bilevel programming problems with simple convex lower level
• Necessary optimality conditions for nonsmooth multi-objective bilevel optimization problem under the optimistic perspective
• New optimality conditions and a scalarization approach for a nonconvex semi-vectorial bilevel optimization problem
• Bilevel road pricing: theoretical analysis and optimality conditions
• Subgradients of the value function to a parametric optimal control problem
• Subgradients of the value function in a parametric convex optimal control problem
• Necessary optimality conditions for a semivectorial bilevel optimization problem via a revisited Charnes–Cooper scalarization
• Subdifferentials of nonconvex integral functionals in Banach spaces with applications to stochastic dynamic programming
• Mordukhovich subgradients of the value function to a parametric discrete optimal control problem
• Subgradients of marginal functions in parametric control problems of partial differential equations
• Bilevel optimal control with final-state-dependent finite-dimensional lower level
• Fuzzy and exact necessary optimality conditions for a nonsmooth bilevel semi-infinite program
• Generalized Clarke epiderivatives of the extremum multifunction to a multi-objective parametric discrete optimal control problem
• The bilevel programming problem: reformulations, constraint qualifications and optimality conditions
• Differential stability of discrete optimal control problems with mixed contraints
• Optimality conditions for special semidefinite bilevel optimization problems
• Calculus of directional coderivatives and normal cones in Asplund spaces
• Necessary optimality conditions for a semivectorial bilevel optimization problem using the kth-objective weighted-constraint approach
• A simple approach to optimality conditions in minmax programming
• Subgradient of distance functions with applications to Lipschitzian stability
• Sufficient optimality conditions using convexifactors for optimistic bilevel programming problem
• Calculus of directional subdifferentials and coderivatives in Banach spaces
• Subgradients of the value function via multiplier sets of parametric convex discrete optimal control problems
• Optimization problems with nonconvex multiobjective generalized Nash equilibrium problem constraints
• Subgradients of value functions in parametric dynamic programming
• Optimality conditions in terms of convexificators for a bilevel multiobjective optimization problem
• Subdifferentials of marginal functions of parametric bang-bang control problems

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