Directional derivative estimates for the optimal value function of a quasidifferentiable programming problem

Bernd Luderer

doi:10.1007/bf01586943

Directional derivative estimates for the optimal value function of a quasidifferentiable programming problem

Mathematical Programming ◽

10.1007/bf01586943 ◽

1991 ◽

Vol 51 (1-3) ◽

pp. 333-348 ◽

Cited By ~ 6

Author(s):

Bernd Luderer

Keyword(s):

Programming Problem ◽

Value Function ◽

Directional Derivative ◽

Optimal Value Function ◽

Optimal Value

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Directional Lipschitzian Optimal Solutions and Directional Derivative for the Optimal Value Function in Nonlinear Mathematical Programming

Annales de l Institut Henri Poincaré C Analyse non linéaire ◽

10.1016/s0294-1449(17)30027-6 ◽

1989 ◽

Vol 6 ◽

pp. 305-324 ◽

Cited By ~ 8

Author(s):

J. Gauvin ◽

R. Janin

Keyword(s):

Mathematical Programming ◽

Value Function ◽

Directional Derivative ◽

Optimal Value Function ◽

Optimal Solutions ◽

Optimal Value ◽

Nonlinear Mathematical Programming

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A practicable way for computing the directional derivative of the optimal value function in convex programming

Optimization ◽

10.1080/02331939208843834 ◽

1992 ◽

Vol 25 (4) ◽

pp. 379-389 ◽

Cited By ~ 1

Author(s):

R. Baumgart ◽

K. Beer

Keyword(s):

Convex Programming ◽

Value Function ◽

Directional Derivative ◽

Optimal Value Function ◽

Optimal Value

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Directional differentiability of the optimal value function in a nonlinear programming problem

Sensitivity, Stability and Parametric Analysis - Mathematical Programming Studies ◽

10.1007/bfb0121219 ◽

1984 ◽

pp. 213-226 ◽

Cited By ~ 64

Author(s):

R. T. Rockafellar

Keyword(s):

Nonlinear Programming ◽

Programming Problem ◽

Value Function ◽

Optimal Value Function ◽

Nonlinear Programming Problem ◽

Directional Differentiability ◽

Optimal Value

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On the (Non-)Differentiability of the Optimal Value Function When the Optimal Solution is Unique

SSRN Electronic Journal ◽

10.2139/ssrn.2373092 ◽

2013 ◽

Author(s):

Daisuke Oyama ◽

Tomoyuki Takenawa

Keyword(s):

Value Function ◽

Optimal Solution ◽

Optimal Value Function ◽

Optimal Value

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Bilevel Optimization Based on Kriging Approximations of Lower Level Optimal Value Function

2018 IEEE Congress on Evolutionary Computation (CEC) ◽

10.1109/cec.2018.8477763 ◽

2018 ◽

Cited By ~ 1

Author(s):

Ankur Sinha ◽

Samish Bedi ◽

Kalyanmoy Deb

Keyword(s):

Value Function ◽

Bilevel Optimization ◽

Optimal Value Function ◽

Optimal Value

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Optimal Value Function

Encyclopedia of Operations Research and Management Science ◽

10.1007/978-1-4419-1153-7_200552 ◽

2013 ◽

pp. 1092-1092

Keyword(s):

Value Function ◽

Optimal Value Function ◽

Optimal Value

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Directional Differentiability of the Optimal Value Function

Nonconvex Optimization and Its Applications - Quadratic Programming and Affine Variational Inequalities ◽

10.1007/0-387-24278-3_14 ◽

2005 ◽

pp. 239-257

Keyword(s):

Value Function ◽

Optimal Value Function ◽

Directional Differentiability ◽

Optimal Value

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Optimal value function

10.1007/springerreference_5909 ◽

2011 ◽

Keyword(s):

Value Function ◽

Optimal Value Function ◽

Optimal Value

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On the optimal value function of optimization problems

System Modeling and Optimization - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0006154 ◽

2005 ◽

pp. 349-353

Author(s):

Bernhard Gollan

Keyword(s):

Value Function ◽

Optimization Problems ◽

Optimal Value Function ◽

Optimal Value

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Inner estimates for the generalized gradient of the optimal value function in nonlinear programming

Mathematical Programming Studies - Mathematical Programming at Oberwolfach II ◽

10.1007/bfb0121013 ◽

1984 ◽

pp. 132-146 ◽

Cited By ~ 2

Author(s):

Bernhard Gollan

Keyword(s):

Nonlinear Programming ◽

Value Function ◽

Optimal Value Function ◽

Generalized Gradient ◽

Optimal Value

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