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Subdifferential of Optimal Value Functions in Nonlinear Infinite Programming.

Authors :
Huy, N.
Giang, N.
Yao, J.-C.
Source :
Applied Mathematics & Optimization; Feb2012, Vol. 65 Issue 1, p91-109, 19p
Publication Year :
2012

Abstract

This paper presents an exact formula for computing the normal cones of the constraint set mapping including the Clarke normal cone and the Mordukhovich normal cone in infinite programming under the extended Mangasarian-Fromovitz constraint qualification condition. Then, we derive an upper estimate as well as an exact formula for the limiting subdifferential of the marginal/optimal value function in a general Banach space setting. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00954616
Volume :
65
Issue :
1
Database :
Complementary Index
Journal :
Applied Mathematics & Optimization
Publication Type :
Academic Journal
Accession number :
69868051
Full Text :
https://doi.org/10.1007/s00245-011-9152-y