Directional derivative of the value function in parametric optimization

DOI10.1007/BF02055197zbMath0724.90069OpenAlexW2039211087MaRDI QIDQ2277158

Robert Janin, Jacques Gauvin

Publication date: 1990

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02055197

zbMATH Keywords

parametric optimizationexistencesensitivity analysisoptimal value functiondirectional derivative

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

Related Items (7)

The steepest descent direction for the nonlinear bilevel programming problem ⋮ Sensitivity and stability analysis for nonlinear programming ⋮ Value functions and their directional derivatives in parametric nonlinear programming ⋮ Dedicated to memory of Professor ROBERT JANIN ⋮ Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs ⋮ Geometric measures of convex sets and bounds on problem sensitivity and robustness for conic linear optimization ⋮ Directional derivatives of optimal solutions in smooth nonlinear programming

Cites Work

• Second-order and related extremality conditions in nonlinear programming
• Introduction to sensitivity and stability analysis in nonlinear programming
• On The Marginal Function in Nonlinear Programming
• Directional differentiability of the optimal value function in a nonlinear programming problem
• Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections
• Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming
• Differential Stability in Nonlinear Programming

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