Directional lipschitzian optimal solutions and directional derivative for the optimal value function in nonlinear mathematical programming

J. Gauvin; R. Janin

Annales de l'I.H.P. Analyse non linéaire (1989)

  • Volume: S6, page 305-324
  • ISSN: 0294-1449

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Gauvin, J., and Janin, R.. "Directional lipschitzian optimal solutions and directional derivative for the optimal value function in nonlinear mathematical programming." Annales de l'I.H.P. Analyse non linéaire S6 (1989): 305-324. <http://eudml.org/doc/78200>.

@article{Gauvin1989,
author = {Gauvin, J., Janin, R.},
journal = {Annales de l'I.H.P. Analyse non linéaire},
keywords = {Lipschitzian solutions; Lipschitz behaviour; perturbations; directional derivative; optimal value function},
language = {eng},
pages = {305-324},
publisher = {Gauthier-Villars},
title = {Directional lipschitzian optimal solutions and directional derivative for the optimal value function in nonlinear mathematical programming},
url = {http://eudml.org/doc/78200},
volume = {S6},
year = {1989},
}

TY - JOUR
AU - Gauvin, J.
AU - Janin, R.
TI - Directional lipschitzian optimal solutions and directional derivative for the optimal value function in nonlinear mathematical programming
JO - Annales de l'I.H.P. Analyse non linéaire
PY - 1989
PB - Gauthier-Villars
VL - S6
SP - 305
EP - 324
LA - eng
KW - Lipschitzian solutions; Lipschitz behaviour; perturbations; directional derivative; optimal value function
UR - http://eudml.org/doc/78200
ER -

References

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  1. [1] Aubin J.P. (1984). "Lipschitz Behaviour of Solutions to Convex Minimization Problems". Math. Oper. Res.9, 87-111. Zbl0539.90085MR736641
  2. [2] Cornet, B., Vial, J.P. (1983). "Lipschitzian Solutions of Perturbed Nonlinear Programming Problems". SIAM J. Control and Opt.24, 1123-1137. Zbl0623.90077MR861090
  3. [3] Gauvin, J., Janin, R. (1987). "Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming". Math. Oper. Res. (accepted for publication) Zbl0665.90086MR971915
  4. [4] Gauvin, J., Tolle, J.W. (1977). "Differential Stability in Nonlinear Programming". SIAM J. Control and Optimization15, 294-311. Zbl0374.90062MR441352
  5. [5] Gollan, B. (1984). "On the Marginal Function in Nonlinear Programming". Math. Oper. Res.9, 208-221. Zbl0553.90092MR742256
  6. [6] Robinson, S.M. (1982). "Generalized Equations and their Solutions, Part II: Application to Nonlinear Programming". Math. Prog. Study19, 200-221. Zbl0495.90077MR669732

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