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Differential properties of the marginal function in mathematical programming

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Optimality and Stability in Mathematical Programming

Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 19))

Abstract

This paper consists in a study of the differential properties of the marginal or perturbation function of a mathematical programming problem where a parameter or perturbation vector is present. Bounds for the Dini directional derivatives and estimates for the Clarke generalized gradient are obtained for the marginal function of the mathematical program neither assumed convex in its variables or in its parameters. This study generalizes some previously published results on this subject for the special case of right-hand side parameters or perturbations.

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Author information

Authors and Affiliations

  1. Départment de Mathématiques Appliquées, Ecole Polytechnique de Montréal, Montréal, P.Q., Canada

    Jacques Gauvin

  2. Department de Mathématiques et de Statistiques, Université de Montréal, Montréal, P.Q., Canada

    François Dubeau

Authors
  1. Jacques Gauvin
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  2. François Dubeau
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Editor information

Monique Guignard

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© 1982 The Mathematical Programming Society, Inc.

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Gauvin, J., Dubeau, F. (1982). Differential properties of the marginal function in mathematical programming. In: Guignard, M. (eds) Optimality and Stability in Mathematical Programming. Mathematical Programming Studies, vol 19. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0120984

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  • DOI: https://doi.org/10.1007/BFb0120984

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00849-8

  • Online ISBN: 978-3-642-00850-4

  • eBook Packages: Springer Book Archive

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