Coderivatives in parametric optimization

We consider parametric families of constrained problems in mathematical programming and conduct a local sensitivity analysis for multivalued solution maps. Coderivatives of set-valued mappings are our basic tool to analyze the parametric sensitivity of either stationary points or stationary point-mu...

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Veröffentlicht in:	Mathematical programming Jg. 99; H. 2; S. 311 - 327
Hauptverfasser:	Levy, Adam B., Mordukhovich, Boris S.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Heidelberg Springer 01.03.2004 Springer Nature B.V
Schlagworte:	Applied sciences Digital Object Identifier Estimates Exact sciences and technology Mathematical functions Mathematical programming Operational research and scientific management Operational research. Management science Optimization Optimization algorithms Sensitivity analysis Studies Sensitivity analysis Multivalued function Parametric sensitivity Parametric programming variational analysis Lipschitzian stability Optimization parametric optimization coderivatives sensitivity Differentiation Mathematical programming generalized differentiation
ISSN:	0025-5610, 1436-4646
Online-Zugang:	Volltext
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