One-sided derivatives for the value function in convex parametric programming

DOI10.1080/02331939408843924zbMath0822.90130OpenAlexW2062592031WikidataQ104129332 ScholiaQ104129332MaRDI QIDQ3835642

Martin Gugat

Publication date: 20 April 1995

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939408843924

zbMATH Keywords

Lagrangianoptimal value functionconvex dualitycluster pointsone-sided derivativesparametric linear semi-infinite programs

Mathematics Subject Classification ID

Convex programming (90C25) Sensitivity, stability, well-posedness (49K40) Sensitivity, stability, parametric optimization (90C31) Semi-infinite programming (90C34)

Related Items (9)

Convex Parametric Programming in Abstract Spaces ⋮ Parametric disjunctive programming: One-sided differentiability of the value function ⋮ On optimality and duality theorems of nonlinear disjunctive fractional minmax programs ⋮ Corrigendum: One-Sided Derivatives For The Value Function In Convex Parametric Programming ⋮ A study on optimality and duality theorems of nonlinear generalized disjunctive fractional programming ⋮ Lipschitz continuity of the value function in mixed-integer optimal control 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 ⋮ Semi-infinite terminal problems: a newton type method

Cites Work

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• Differential stability in infinite-dimensional nonlinear programming
• A note on d-stability of convex programs and limiting Lagrangians
• Second-Order Absorbing Boundary Conditions for the Wave Equation: A Solution for the Corner Problem
• Directional derivatives for the value-function in semi-infinite programming

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