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Optimal value functions in parametric programming

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Abstract

Optimal value functions in parametric programming are studied as compositions of objective functions and point-to-set mappings which define the constrained sets. Sufficiency conditions for the common regularity properties of optimal value functions are derived.

Zusammenfassung

Der Optimalwert eines parametrischen Programms wird aufgefaßt als Verknüpfung der Zielfunktion mit einer mengenwertigen Abbildung, die den zulässigen Bereich definiert. Es werden hinreichende Bedingungen für einige häufig benutzte Regularitätseigenschaften der Optimalwertfunktion hergeleitet.

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Choo, E.U., Chew, K.P. Optimal value functions in parametric programming. Zeitschrift für Operations Research 29, 47–57 (1985). https://doi.org/10.1007/BF01920495

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  • DOI: https://doi.org/10.1007/BF01920495

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