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Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming
- Source :
- Mathematics of Operations Research. 13:629-649
- Publication Year :
- 1988
- Publisher :
- Institute for Operations Research and the Management Sciences (INFORMS), 1988.
-
Abstract
- This paper is concerned with Holder, Lipschitz and differential properties of the optimal solutions of a nonlinear mathematical programming problem with perturbations in some fixed direction. These properties are obtained with virtually minimal regularity conditions using an approach based on duality and stability. The Holder property is used to obtain the directional derivative for the optimal value function.
- Subjects :
- Mathematical optimization
Nonlinear mathematical programming
General Mathematics
Bellman equation
Duality (optimization)
Perturbation (astronomy)
Applied mathematics
Management Science and Operations Research
Directional derivative
Lipschitz continuity
Computer Science Applications
Mathematics
Nonlinear programming
Subjects
Details
- ISSN :
- 15265471 and 0364765X
- Volume :
- 13
- Database :
- OpenAIRE
- Journal :
- Mathematics of Operations Research
- Accession number :
- edsair.doi...........095e6dca497e418306e81f2a1210899b
- Full Text :
- https://doi.org/10.1287/moor.13.4.629