On smoothness properties of optimal value functions at the boundary of their domain under complete convexity
Author
Abstract
Suggested Citation
DOI: 10.1007/s00186-014-0465-x
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Axel Dreves & Christian Kanzow & Oliver Stein, 2012. "Nonsmooth optimization reformulations of player convex generalized Nash equilibrium problems," Journal of Global Optimization, Springer, vol. 53(4), pages 587-614, August.
- O. Stein, 2004. "On Constraint Qualifications in Nonsmooth Optimization," Journal of Optimization Theory and Applications, Springer, vol. 121(3), pages 647-671, June.
- Bernhard Gollan, 1984. "On The Marginal Function in Nonlinear Programming," Mathematics of Operations Research, INFORMS, vol. 9(2), pages 208-221, May.
- D. Klatte, 1997. "Lower Semicontinuity of the Minimum in Parametric Convex Programs," Journal of Optimization Theory and Applications, Springer, vol. 94(2), pages 511-517, August.
- Stein, Oliver, 2012. "How to solve a semi-infinite optimization problem," European Journal of Operational Research, Elsevier, vol. 223(2), pages 312-320.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Oliver Stein & Nathan Sudermann-Merx, 2016. "The Cone Condition and Nonsmoothness in Linear Generalized Nash Games," Journal of Optimization Theory and Applications, Springer, vol. 170(2), pages 687-709, August.
- Simone Sagratella, 2017. "Algorithms for generalized potential games with mixed-integer variables," Computational Optimization and Applications, Springer, vol. 68(3), pages 689-717, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Oliver Stein & Nathan Sudermann-Merx, 2016. "The Cone Condition and Nonsmoothness in Linear Generalized Nash Games," Journal of Optimization Theory and Applications, Springer, vol. 170(2), pages 687-709, August.
- Nadja Harms & Tim Hoheisel & Christian Kanzow, 2015. "On a Smooth Dual Gap Function for a Class of Player Convex Generalized Nash Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 659-685, August.
- Jiang, Zhoutong & Lei, Chao & Ouyang, Yanfeng, 2020. "Optimal investment and management of shared bikes in a competitive market," Transportation Research Part B: Methodological, Elsevier, vol. 135(C), pages 143-155.
- Cao Thanh Tinh & Thai Doan Chuong, 2022. "Conic Linear Programming Duals for Classes of Quadratic Semi-Infinite Programs with Applications," Journal of Optimization Theory and Applications, Springer, vol. 194(2), pages 570-596, August.
- Balendu Bhooshan Upadhyay & Arnav Ghosh & Savin Treanţă, 2024. "Constraint Qualifications and Optimality Criteria for Nonsmooth Multiobjective Programming Problems on Hadamard Manifolds," Journal of Optimization Theory and Applications, Springer, vol. 200(2), pages 794-819, February.
- Peyronne, Clément & Conn, Andrew R. & Mongeau, Marcel & Delahaye, Daniel, 2015. "Solving air traffic conflict problems via local continuous optimization," European Journal of Operational Research, Elsevier, vol. 241(2), pages 502-512.
- Didier Aussel & Simone Sagratella, 2017. "Sufficient conditions to compute any solution of a quasivariational inequality via a variational inequality," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 85(1), pages 3-18, February.
- Simone Sagratella, 2017. "Computing equilibria of Cournot oligopoly models with mixed-integer quantities," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(3), pages 549-565, December.
- Julio B. Clempner, 2021. "A Proximal/Gradient Approach for Computing the Nash Equilibrium in Controllable Markov Games," Journal of Optimization Theory and Applications, Springer, vol. 188(3), pages 847-862, March.
- Balendu Bhooshan Upadhyay & Shubham Kumar Singh & Ioan Stancu-Minasian, 2024. "Constraint Qualifications and Optimality Conditions for Nonsmooth Semidefinite Multiobjective Programming Problems with Mixed Constraints Using Convexificators," Mathematics, MDPI, vol. 12(20), pages 1-21, October.
- Pedro Duarte Silva, A., 2017. "Optimization approaches to Supervised Classification," European Journal of Operational Research, Elsevier, vol. 261(2), pages 772-788.
- Sönke Behrends & Anita Schöbel, 2020. "Generating Valid Linear Inequalities for Nonlinear Programs via Sums of Squares," Journal of Optimization Theory and Applications, Springer, vol. 186(3), pages 911-935, September.
- Stuart M. Harwood & Paul I. Barton, 2017. "How to solve a design centering problem," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 86(1), pages 215-254, August.
- Ariel Neufeld & Antonis Papapantoleon & Qikun Xiang, 2023. "Model-Free Bounds for Multi-Asset Options Using Option-Implied Information and Their Exact Computation," Management Science, INFORMS, vol. 69(4), pages 2051-2068, April.
- Li-Ping Pang & Jian Lv & Jin-He Wang, 2016. "Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems," Computational Optimization and Applications, Springer, vol. 64(2), pages 433-465, June.
- Duong Thi Viet An & Jen-Chih Yao, 2016. "Further Results on Differential Stability of Convex Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 170(1), pages 28-42, July.
- Stefan Schwarze & Oliver Stein, 2023. "A branch-and-prune algorithm for discrete Nash equilibrium problems," Computational Optimization and Applications, Springer, vol. 86(2), pages 491-519, November.
- M. Diehl & B. Houska & O. Stein & P. Steuermann, 2013. "A lifting method for generalized semi-infinite programs based on lower level Wolfe duality," Computational Optimization and Applications, Springer, vol. 54(1), pages 189-210, January.
- Stuart Harwood & Francisco Trespalacios & Dimitri Papageorgiou & Kevin Furman, 2024. "Equilibrium modeling and solution approaches inspired by nonconvex bilevel programming," Computational Optimization and Applications, Springer, vol. 87(2), pages 641-676, March.
- Didier Aussel & Asrifa Sultana & Vellaichamy Vetrivel, 2016. "On the Existence of Projected Solutions of Quasi-Variational Inequalities and Generalized Nash Equilibrium Problems," Journal of Optimization Theory and Applications, Springer, vol. 170(3), pages 818-837, September.
More about this item
Keywords
; ; ; ; ; ; ;JEL classification:
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:mathme:v:79:y:2014:i:3:p:327-352. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.