Estimates of Generalized Hessians for Optimal Value Functions in Mathematical Programming

We consider the optimal value function of a parametric optimization problem. A large number of publications have been dedicated to the study of continuity and differentiability properties of the function. However, the differentiability aspect of works in the current literature has mostly been limite...

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Veröffentlicht in:	Set-valued and variational analysis Jg. 30; H. 3; S. 847 - 871
1. Verfasser:	Zemkoho, Alain B.
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Dordrecht Springer Netherlands 01.09.2022 Springer Nature B.V
Schlagworte:	Algorithms Analysis Derivatives Estimates Functions (mathematics) Lagrange multiplier Mathematical analysis Mathematical programming Mathematics Mathematics and Statistics Newton methods Optimization Original Research Robustness (mathematics) 90C31 Parametric optimization Optimal value function Sensitivity analysis 90C30 Generalized Hessian Second order subdifferential Coderivative
ISSN:	1877-0533, 1877-0541
Online-Zugang:	Volltext
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