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Multipliers and Generalized Derivatives of Performance Functions

Author

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  • J.-P. Penot

    (Université de Pau et des Pays de l'Adour)

Abstract

It is known that multipliers in mathematical programming have to do with the interpretation of generalized derivatives for the performance function of some perturbed problem. In economics, this fact is known under the term of shadow price. Here, we point out a precise relationship with the subdifferential of the performance function in the contingent sense and in the Fréchet sense, which are the simplest notions of nonsmooth analysis.

Suggested Citation

  • J.-P. Penot, 1997. "Multipliers and Generalized Derivatives of Performance Functions," Journal of Optimization Theory and Applications, Springer, vol. 93(3), pages 609-618, June.
    • Handle: RePEc:spr:joptap:v:93:y:1997:i:3:d:10.1023_a:1022699214712
    DOI: 10.1023/A:1022699214712
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    Cited by:

    1. Jean-Paul Penot, 2010. "Are dualities appropriate for duality theories in optimization?," Journal of Global Optimization, Springer, vol. 47(3), pages 503-525, July.

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