ISSN:
1436-4646
Keywords:
Parametric optimization
;
Semi-infinite programming
;
Convex programming
;
Optimal value function
;
Directional differentiability
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract In this paper, directional differentiability properties of the optimal value function of a parameterized semi-infinite programming problem are studied. It is shown that if the unperturbed semi-infinite programming problem is convex, then the corresponding optimal value function is directionally differentiable under mild regularity assumptions. A max-min formula for the directional derivatives, well-known in the finite convex case, is given.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01585933