Subdifferential of Optimal Value Functions in Nonlinear Infinite Programming

Subdifferential of Optimal Value Functions in Nonlinear Infinite Programming This paper presents an exact formula for computing the normal cones of the constraint set mapping including the Clarke normal cone and the Mordukhovich normal cone in infinite programming under the extended Mangasarian-Fromovitz constraint qualification condition. Then, we derive an upper estimate as well as an exact formula for the limiting subdifferential of the marginal/optimal value function in a general Banach space setting. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

Subdifferential of Optimal Value Functions in Nonlinear Infinite Programming

Loading next page...
 
/lp/springer_journal/subdifferential-of-optimal-value-functions-in-nonlinear-infinite-M811dLd8UX
Publisher
Springer-Verlag
Copyright
Copyright © 2012 by Springer Science+Business Media, LLC
Subject
Mathematics; Mathematical Methods in Physics; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Calculus of Variations and Optimal Control; Optimization; Numerical and Computational Physics
ISSN
0095-4616
eISSN
1432-0606
D.O.I.
10.1007/s00245-011-9152-y
Publisher site
See Article on Publisher Site

Abstract

This paper presents an exact formula for computing the normal cones of the constraint set mapping including the Clarke normal cone and the Mordukhovich normal cone in infinite programming under the extended Mangasarian-Fromovitz constraint qualification condition. Then, we derive an upper estimate as well as an exact formula for the limiting subdifferential of the marginal/optimal value function in a general Banach space setting.

Journal

Applied Mathematics and OptimizationSpringer Journals

Published: Feb 1, 2012

References

You’re reading a free preview. Subscribe to read the entire article.


DeepDyve is your
personal research library

It’s your single place to instantly
discover and read the research
that matters to you.

Enjoy affordable access to
over 12 million articles from more than
10,000 peer-reviewed journals.

All for just $49/month

Explore the DeepDyve Library

Unlimited reading

Read as many articles as you need. Full articles with original layout, charts and figures. Read online, from anywhere.

Stay up to date

Keep up with your field with Personalized Recommendations and Follow Journals to get automatic updates.

Organize your research

It’s easy to organize your research with our built-in tools.

Your journals are on DeepDyve

Read from thousands of the leading scholarly journals from SpringerNature, Elsevier, Wiley-Blackwell, Oxford University Press and more.

All the latest content is available, no embargo periods.

See the journals in your area

DeepDyve Freelancer

DeepDyve Pro

Price
FREE
$49/month

$360/year
Save searches from
Google Scholar,
PubMed
Create lists to
organize your research
Export lists, citations
Read DeepDyve articles
Abstract access only
Unlimited access to over
18 million full-text articles
Print
20 pages/month
PDF Discount
20% off