DIRECTIONAL-DERIVATIVES OF OPTIMAL VALUE-FUNCTIONS IN MATHEMATICAL-PROGRAMMING

Authors
WANG CY ZHAO F
Citation
Cy. Wang et F. Zhao, DIRECTIONAL-DERIVATIVES OF OPTIMAL VALUE-FUNCTIONS IN MATHEMATICAL-PROGRAMMING, Journal of optimization theory and applications, 82(2), 1994, pp. 397-404
Citations number
10
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
82
Issue
2
Year of publication
1994
Pages
397 - 404
Database
ISI
SICI code
0022-3239(1994)82:2<397:DOOVIM>2.0.ZU;2-Z
Abstract
This note discusses the existence of the directional derivatives of th e optimal value functions in a class of nonlinear programming problems and gives the expressions of the directional derivatives. In the stud y, it is not assumed that the optimal set at the point discussed is no t empty. Many well-known results of this area can be derived as specia l cases of the main theorems of this note.