Directional differentiability of the optimal value function in quadratic programming problem on Hilbert spaces

Directional differentiability of the optimal value function in quadratic programming problem on Hilbert spaces

First-order directional differentiability of the optimal value function for parametric quadratic programming problems in Hilbert spaces is investigated. We derive an explicit formula for computing the directional derivative of the optimal value function for problems whose quadratic part of the objec...

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Veröffentlicht in:Positivity : an international journal devoted to the theory and applications of positivity in analysis 2024-11, Vol.28 (5), p.73, Article 73
1. Verfasser: Van Dong, Vu
Format: Artikel
Sprache:eng
Schlagworte:
Calculus of Variations and Optimal Control
Optimization
Econometrics
Fourier Analysis
Hilbert space
Mathematics
Mathematics and Statistics
Operator Theory
Optimization
Potential Theory
Quadratic programming
Regular Paper
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Zusammenfassung:First-order directional differentiability of the optimal value function for parametric quadratic programming problems in Hilbert spaces is investigated. We derive an explicit formula for computing the directional derivative of the optimal value function for problems whose quadratic part of the objective function is in Legendre form.
ISSN:1385-1292
1572-9281
DOI:10.1007/s11117-024-01091-y