Value Functions and Their Directional Derivatives in Parametric Nonlinear Programming

Vadim Bondarevsky, Alexey Leschov and Leonid Minchenko ()
Additional contact information
Vadim Bondarevsky: Advanced Development and Research
Alexey Leschov: Belarusian State University of Informatics and Radioelectronics
Leonid Minchenko: Belarusian State University of Informatics and Radioelectronics

Journal of Optimization Theory and Applications, 2016, vol. 171, issue 2, No 7, 440-464

Abstract: Abstract We study questions of existence and calculation of directional derivatives of value functions of nonlinear mathematical programming problems depending on parameters. To this end, we use the directional derivatives of the multivalued mappings, defined by the constraints of the problems; this approach was pioneered by Demyanov. We obtain sufficient conditions for existence and explicit formulas for calculating the directional derivatives of the first and second orders, under weaker hypotheses than those traditionally assumed.

Keywords: Nonlinear programming; Value function; Constraint qualifications; Directional derivatives; 90C31; 49J52 (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-015-0814-9 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

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:spr:joptap:v:171:y:2016:i:2:d:10.1007_s10957-015-0814-9

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-015-0814-9

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().