Second Order Directional Derivatives in Parametric Optimization Problems
- 1 February 1988
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
- Vol. 13 (1) , 124-139
- https://doi.org/10.1287/moor.13.1.124
Abstract
We characterize the second order directional derivative in the sense of Ben-Tal and Zowe of a marginal function Ψ of the following general form: Ψ(x) − Inf{f(x, y) ∣ y ∈ Ω(x)}. This requires us to introduce some geometrical notions as, for example, the first and second order tangent directions to a multifunction. The main results are then applied to some particular types of marginal functions.Keywords
This publication has 0 references indexed in Scilit: