Subdifferentials of optimal value functions under metric qualification conditions

被引:5
作者
Huong, Vu Thi [1 ,2 ]
An, Duong Thi Viet [1 ,3 ]
Xu, Hong-Kun [4 ,5 ]
机构
[1] Hangzhou Dianzi Univ, Sch Management, Hangzhou 310018, Peoples R China
[2] Vietnam Acad Sci & Technol, Inst Math, Hanoi 10072, Vietnam
[3] Thai Nguyen Univ Sci, Dept Math & Informat, Thai Nguyen 250000, Vietnam
[4] Hangzhou Dianzi Univ, Sch Sci, Hangzhou 310018, Peoples R China
[5] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Henan, Peoples R China
基金
澳大利亚研究理事会; 中国国家自然科学基金;
关键词
Optimal value functions; Metric qualification conditions; Normal cones; Intersection rules; Subdifferentials; Chain rules; MARGINAL FUNCTIONS; CONVEX; SUBGRADIENTS; REGULARITY; CALCULUS;
D O I
10.1007/s10898-023-01304-w
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, by revisiting intersection rules for normal cones, we give formulas for estimating or computing the Frechet/Mordukhovich/Moreau-Rockafellar subdifferentials of optimal value functions of constrained parametric optimization problems under metric qualification conditions. The results are then applied to derive chain rules for composite functions in both convex and nonconvex situations. Illustrative examples and comparisons to existing results, including those of Mordukhovich and Shao (Trans Amer Math Soc 348:1235-1280, 1996), Mordukhovich et al. (Math Program Ser B 116:369-396, 2009) and of An and Jourani (J Optim Theory Appl 192:82-96, 2022), are also addressed.
引用
收藏
页码:253 / 283
页数:31
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