Directional derivatives for the value-function in semi-infinite programming
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Publication:3777822
DOI10.1007/BF02592018zbMath0636.90088OpenAlexW4252466884MaRDI QIDQ3777822
Publication date: 1987
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02592018
Numerical mathematical programming methods (65K05) Sensitivity, stability, parametric optimization (90C31) Semi-infinite programming (90C34)
Related Items (8)
An algorithm for Chebyshev approximation by rationals with constrained denominators ⋮ Second-order necessary optimality conditions for optimization problems involving set-valued maps ⋮ Kuhn-Tucker curves for one-parametric semi-infinite programming ⋮ One-sided derivatives for the value function in convex parametric programming ⋮ Suggested research topics in sensitivity and stability analysis for semi- infinite programming problems ⋮ An algorithm constructing solutions for a family of linear semi-infinite problems. ⋮ The Newton differential correction algorithm for rational Chebyshev approximation with constrained denominators ⋮ Convex semi-infinite parametric programming: Uniform convergence of the optimal value functions of discretized problems
Cites Work
- Introduction to sensitivity and stability analysis in nonlinear programming
- Differential stability in infinite-dimensional nonlinear programming
- Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
- Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case
- State Constraints in Convex Control Problems of Bolza
- Point-to-Set Maps in Mathematical Programming
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