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...

Full description

Saved in:

Bibliographic Details
Published in:	Set-valued and variational analysis Vol. 30; no. 3; pp. 847 - 871
Main Author:	Zemkoho, Alain B.
Format:	Journal Article
Language:	English
Published:	Dordrecht Springer Netherlands 01.09.2022 Springer Nature B.V
Subjects:	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 Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!