SENSITIVITY ANALYSIS OF OPTIMAL VALUE-FUNCTIONS OF CONVEX PARAMETRIC PROGRAMS WITH POSSIBLY EMPTY SOLUTION SETS

作     者：MOUSSAOUI, M SEEGER, A 

出 版 物：《SIAM JOURNAL ON OPTIMIZATION》 (工业与应用数学会最优化杂志)

年 卷 期：1994年第4卷第3期

页      面：659-675页

核心收录：

学科分类：07[理学] 070104[理学-应用数学] 0701[理学-数学] 

主　　题：SENSITIVITY ANALYSIS CONVEX PROGRAMMING SUBDIFFERENTIAL APPROXIMATE SUBDIFFERENTIAL 

摘      要：Let g(y(1), y(2)) be the optimal value of the abstract program which consists in minimizing a convex function f : X -- R boolean OR {+infinity} over a feasible set of the form {x is an element of X : A(1)x = y(1), A(2)x less than or equal to(K) y(2)}. Without assuming the existence of optimal solutions to this minimization problem, we derive formulas for the subdifferential and the approximate subdifferential of g. Several applications are discussed.