Second-Order Derivatives of Extremal-Value Functions and Optimality Conditions for Semi-Infinite Programs
Mathematics of Operations ResearchPublished 1 May 1985
Alexander Shapiro
Citations57
SJR quartileQ1
SJR score1.35
SNIP1.90
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TL;DR
It is shown that under certain assumptions in particular the strong second-order sufficiency conditions v is locally expressible as the maximum of a finite number of C2-functions.
Abstract
Second-order differential properties of an extremal-value function v are studied. It is shown that under certain assumptions (in particular the strong second-order sufficiency conditions) v is locally expressible as the maximum of a finite number of C 2 -functions. After removing the assumption of strong sufficiency lower and upper bounds on the second order local behaviour of v are proposed. The obtained results are applied to give second-order optimally conditions for a semi-infinite program.
Keywords
Computer ScienceMathematicsDecision Sciences
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