Sensitivity analysis in nonsmooth optimization. (English) Zbl 0769.90075

Mordukhovich, Boris S.

Theoretical aspects of industrial design, Proc. SIAM Reg. Conf., Wright- Patterson AFB/OH (USA) 1990, 32-46 (1992).

[For the entire collection see Zbl 0754.00010.]
A general class of optimization problems with nonsmooth data is considered. An approach to the sensitivity analysis of such problems, based on the nonconvex set-valued generalized differentials introduced by the author, is proposed. Formulas for the generalized differentials of the marginal (optimal value) functions are obtained.

Reviewer: A.Shapiro (Pretoria)

MSC:

90C31	Sensitivity, stability, parametric optimization
49J52	Nonsmooth analysis
90C30	Nonlinear programming

Keywords:

optimal value function; nonsmooth data; sensitivity analysis; nonconvex set-valued generalized differentials

Citations:

Zbl 0754.00010