Article ID: | iaor20123486 |
Volume: | 6 |
Issue: | 4 |
Start Page Number: | 655 |
End Page Number: | 663 |
Publication Date: | Apr 2012 |
Journal: | Optimization Letters |
Authors: | Junliang Wu, Yong Wang |
Keywords: | programming: nonlinear, programming: convex |
This work is concerned with exploring the new convexity and concavity properties of the optimal value function in parametric programming. Some convex (concave) functions are discussed and sufficient conditions for new convexity and concavity of the optimal value function in parametric programming are given. Many results in this paper can be considered as deepen the convexity and concavity studies of convex (concave) functions and the optimal value functions.