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...

Celý popis

Uloženo v:

Podrobná bibliografie
Vydáno v:	Set-valued and variational analysis Ročník 30; číslo 3; s. 847 - 871
Hlavní autor:	Zemkoho, Alain B.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Dordrecht Springer Netherlands 01.09.2022 Springer Nature B.V
Témata:	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
On-line přístup:	Získat plný text
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!

Buďte první, kdo okomentuje tento záznam!