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Directional derivative of the marginal function in nonlinear programming

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Sensitivity, Stability and Parametric Analysis

Part of the book series: Mathematical Programming Studies ((MATHPROGRAMM,volume 21))

Abstract

Under the constant rank regularity assumption, a maximin formula is obtained for the directional derivative of the marginal value function of a perturbed nonlinear mathematical programming problem.

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Authors and Affiliations

  1. Univérsité des Antilles et de la Guyane, Guadeloupe, Antilles Françaises

    Robert Janin

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  1. Robert Janin
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Anthony V. Fiacco

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© 1984 The Mathematical Programming Society, Inc.

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Janin, R. (1984). Directional derivative of the marginal function in nonlinear programming. In: Fiacco, A.V. (eds) Sensitivity, Stability and Parametric Analysis. Mathematical Programming Studies, vol 21. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0121214

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  • DOI: https://doi.org/10.1007/BFb0121214

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00912-9

  • Online ISBN: 978-3-642-00913-6

  • eBook Packages: Springer Book Archive

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