The quasidifferential of an optimal value function in nonsmooth programming

The quasidifferential of an optimal value function in nonsmooth programming

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Article ID: iaor19891124
Country: Germany
Volume: 20
Start Page Number: 597
End Page Number: 613
Publication Date: Dec 1989
Journal: Optimization
Authors:
Abstract:

Quasidifferential representations for the optimal value function associated with a quasidifferentiable programming problem or some upper approximation of this function with respect to directional derivatives are given. The results obtained are of special importance to sensitivity analysis and decomposition theory as well as to the further development of quasidifferential calculus.

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