Upper subderivatives and generalized gradients of the marginal function ofa non-Lipschitzian program

Authors
Citation
De. Ward et Gm. Lee, Upper subderivatives and generalized gradients of the marginal function ofa non-Lipschitzian program, ANN OPER R, 101, 2001, pp. 299-312
Citations number
18
Categorie Soggetti
Engineering Mathematics
Journal title
ANNALS OF OPERATIONS RESEARCH
ISSN journal
02545330 → ACNP
Volume
101
Year of publication
2001
Pages
299 - 312
Database
ISI
SICI code
0254-5330(2001)101:<299:USAGGO>2.0.ZU;2-0
Abstract
We obtain an upper bound for the upper subderivative of the marginal functi on of an abstract parametric optimization problem when the objective functi on is lower semicontinuous. Moreover, we apply the result to a nonlinear pr ogram with right-hand side perturbations. As a result, we obtain an upper b ound for the upper subderivative of the marginal function of a nonlinear pr ogram with right-hand side perturbations, which is expressed in "dual form" in terms of appropriate Lagrange multipliers. Finally, we present conditio ns which imply that the marginal function is locally Lipschitzian.