Parametric Disjunctive Programming: One-Sided Differentiability of the Value Function

Gugat M (1997)


Publication Language: English

Publication Type: Journal article, Original article

Publication year: 1997

Journal

Publisher: Springer Verlag (Germany)

Book Volume: 92

Pages Range: 285-310

Journal Issue: 2

Abstract

We consider a countable family of one-parameter convex programs and give sufficient conditions for the one-sided differentiability of its optimal value function. The analysis is based on the Borwein dual problem for a family of convex programs (a convex disjunctive program). We give conditions that assure stability of the situation of perfect duality in the Borwein theory. For the reader's convenience, we start with a review of duality results for families of convex programs. A parametric family of dual problems is introduced that contains the dual problems of Balas and Borwein as special cases. In addition, a vector optimization problem is defined as a dual problem. This generalizes a result by Helbig about families of linear programs.

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How to cite

APA:

Gugat, M. (1997). Parametric Disjunctive Programming: One-Sided Differentiability of the Value Function. Journal of Optimization Theory and Applications, 92(2), 285-310.

MLA:

Gugat, Martin. "Parametric Disjunctive Programming: One-Sided Differentiability of the Value Function." Journal of Optimization Theory and Applications 92.2 (1997): 285-310.

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