Title
Subgradients of marginal functions in parametric mathematical programming
Abstract
In this paper we derive new results for computing and estimating the so-called Fréchet and limiting (basic and singular) subgradients of marginal functions in real Banach spaces and specify these results for important classes of problems in parametric optimization with smooth and nonsmooth data. Then we employ them to establish new calculus rules of generalized differentiation as well as efficient conditions for Lipschitzian stability and optimality in nonlinear and nondifferentiable programming and for mathematical programs with equilibrium constraints. We compare the results derived via our dual-space approach with some known estimates and optimality conditions obtained mostly via primal-space developments.
Year
DOI
Venue
2009
10.1007/s10107-007-0120-x
Math. Program.
Keywords
Field
DocType
variational analysis and optimization · nonsmooth functions and set-valued mappings · generalized differentiation · marginal and value functions · mathematical programming,equilibrium constraint,new calculus rule,parametric mathematical programming,dual-space approach,efficient condition,lipschitzian stability,important class,optimality condition,marginal function,new result,known estimate,generalized differentiation,banach space,dual space,value function,mathematical programming,variational analysis
Parametric optimization,Discrete mathematics,Mathematical optimization,Nonlinear system,Banach space,Parametric statistics,Mathematics,Limiting
Journal
Volume
Issue
ISSN
116
1
1436-4646
Citations 
PageRank 
References 
34
3.18
7
Authors
3
Name
Order
Citations
PageRank
B. S. Mordukhovich1645.74
Nguyen Mau Nam213416.69
N. D. Yen310417.57