Marginal values and second-order necessary conditions for optimality
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Publication:3669192
DOI10.1007/BF02591866zbMath0519.90072OpenAlexW2007952788MaRDI QIDQ3669192
Publication date: 1983
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02591866
Lagrange multiplierssensitivity analysisestimatesmarginal valuesaugmented Lagrangiansecond order necessary conditionssubderivativesgeneralized subgradient
Nonlinear programming (90C30) Numerical methods involving duality (49M29) Sensitivity, stability, parametric optimization (90C31) Numerical methods based on nonlinear programming (49M37)
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