Hadamard directional differentiability of the optimal value of a linear second-order conic programming problem

DOI10.3934/jimo.2020108zbMath1476.90216OpenAlexW3034191270MaRDI QIDQ2666708

Qingsong Duan, Sainan Zhang, Mengwei Xu, Li-wei Zhang

Publication date: 23 November 2021

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2020108

zbMATH Keywords

stability analysisoptimal value functionsolution mappingHadamard directional differentiabilitysecond order conic optimization

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

Cites Work

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• On Solution Stability of the Linear Complementarity Problem
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