scholarly journals $ \varepsilon $-DIRECTIONAL DERIVATIVE OF A MARGINAL FUNCTION IN PARAMETRIZED CONVEX PROGRAMMING

10.5109/13417 ◽  
1991 ◽  
Vol 24 (3/4) ◽  
pp. 177-183
Author(s):  
Shunsuke Shiraishi
2012 ◽  
Vol 2012 ◽  
pp. 1-9
Author(s):  
Huijuan Xiong ◽  
Yu Xiao ◽  
Chaohong Song

Sufficient optimality and sensitivity of a parameterized min-max programming with fixed feasible set are analyzed. Based on Clarke's subdifferential and Chaney's second-order directional derivative, sufficient optimality of the parameterized min-max programming is discussed first. Moreover, under a convex assumption on the objective function, a subdifferential computation formula of the marginal function is obtained. The assumptions are satisfied naturally for some application problems. Moreover, the formulae based on these assumptions are concise and convenient for algorithmic purpose to solve the applications.


Author(s):  
Mario A. Rotea ◽  
Pramod P. Khargonekar
Keyword(s):  

2020 ◽  
Vol 173 ◽  
pp. 107602 ◽  
Author(s):  
Hong Zhao ◽  
Berend C. Stoel ◽  
Marius Staring ◽  
M. Bakker ◽  
Jan Stolk ◽  
...  

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