Directional derivative of the value function in parametric optimization
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Publication:2277158
DOI10.1007/BF02055197zbMath0724.90069OpenAlexW2039211087MaRDI QIDQ2277158
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
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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