Directional derivative of the value function in parametric optimization

Directional derivative of the value function in parametric optimization

0.00 Avg rating0 Votes
Article ID: iaor19911769
Country: Switzerland
Volume: 27
Start Page Number: 237
End Page Number: 252
Publication Date: Sep 1990
Journal: Annals of Operations Research
Authors: ,
Abstract:

This paper presents with elementary proofs some results on the directional derivative of the optimal value of a finite dimensional optimization problem with parameters.

Reviews

Required fields are marked *. Your email address will not be published.