Directional Derivatives for Extremal-Value Functions with Applications to the Completely Convex Case

William Hogan
Additional contact information
William Hogan: United States Air Force Academy, Colorado

Operations Research, 1973, vol. 21, issue 1, 188-209

Abstract: Several techniques in mathematical programming involve the constrained optimization of an extremal-value function. Such functions are defined as the extremal value of a related parameterized optimization problem. This paper reviews and extends the characterization of directional derivatives for three major types of extremal-value functions. The characterization for the completely convex case is then used to construct a robust and convergent feasible direction algorithm. Such an algorithm has applications to the optimization of large-scale nonlinear decomposable systems.

Date: 1973
References: Add references at CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://dx.doi.org/10.1287/opre.21.1.188 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:21:y:1973:i:1:p:188-209

Access Statistics for this article

More articles in Operations Research from INFORMS Contact information at EDIRC.
Bibliographic data for series maintained by Chris Asher ().