<p>We study generalized derivatives of value functions for optimization problems depending on a parameter <i>w</i>. Interpretations of the results obtained with these substitutes to derivatives are known to be important. We endeavour to answer the question: can one obtain these results without knowing the nature of these substitutes and their constructions? Is there a means to obtain them in a unified way?</p>

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Analysis of Subdifferentials of Marginal and Performance Functions

  • Duong Thi Viet An,
  • Jean-Paul Penot

摘要

We study generalized derivatives of value functions for optimization problems depending on a parameter w. Interpretations of the results obtained with these substitutes to derivatives are known to be important. We endeavour to answer the question: can one obtain these results without knowing the nature of these substitutes and their constructions? Is there a means to obtain them in a unified way?