Abstract
The motivations of nonsmooth analysis are discussed. Applications are given to the sensitivity of optimal values, the interpretation of Lagrange multipliers, and the stability of constraint systems under perturbation.
Keywords
- Tangent Cone
- Constraint Qualification
- Lipschitz Continuity
- Nonsmooth Analysis
- Lower Semicontinuous Function
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References
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© 1985 Springer-Verlag Berlin Heidelberg
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Rockafellar, R.T. (1985). Lipschitzian Stability in Optimization: The Role of Nonsmooth Analysis. In: Demyanov, V.F., Pallaschke, D. (eds) Nondifferentiable Optimization: Motivations and Applications. Lecture Notes in Economics and Mathematical Systems, vol 255. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-12603-5_6
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DOI: https://doi.org/10.1007/978-3-662-12603-5_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-15979-7
Online ISBN: 978-3-662-12603-5
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