On second-order directional derivatives of value functions

DOI10.1080/02331934.2012.754441zbMath1333.90130OpenAlexW2079749704MaRDI QIDQ4981862

Leonid Minchenko, A. N. Tarakanov

Publication date: 20 March 2015

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2012.754441

zbMATH Keywords

regularity conditionsoptimal value functioncalmnessdirectional derivativesmulti-valued mappingsnon-linear programming

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Sensitivity, stability, parametric optimization (90C31) Best approximation, Chebyshev systems (41A50)

Related Items (4)

Value functions and their directional derivatives in parametric nonlinear programming ⋮ Continuity and directional differentiability of the value function in parametric quadratically constrained nonconvex quadratic programs ⋮ Existence and sensitivity analysis for nonconvex cubic optimization problems ⋮ Second-Order Composed Contingent Derivative of the Perturbation Map in Multiobjective Optimization

Cites Work

• On metric and calmness qualification conditions in subdifferential calculus
• Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
• The Fritz John necessary optimality conditions in the presence of equality and inequality constraints
• On The Marginal Function in Nonlinear Programming
• First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
• Sensitivity Analysis of Nonlinear Programs and Differentiability Properties of Metric Projections
• An Application of Error Bounds for Convex Programming in a Linear Space
• On the Calmness of a Class of Multifunctions

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