The Generalized Gradient of a Marginal Function in Mathematical Programming

1 November 1979

journal article
Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research

Vol. 4 (4) , 458-463
https://doi.org/10.1287/moor.4.4.458

Abstract

We consider the marginal function of a vertically perturbed nonlinear mathematical program with equality and inequality constraints. Conditions are given to have this function locally Lipschitz and to obtain estimates for its generalized gradient.

Keywords

GENERALIZED GRADIENT
NONLINEAR
PERTURBED
LIPSCHITZ
CONSTRAINTS
INEQUALITY
MARGINAL FUNCTION
FUNCTION IN MATHEMATICAL

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