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Whitney differentiability of optimal-value...
Conference

Whitney differentiability of optimal-value functions for bound-constrained convex programming problems

Abstract

In the spirit of the Whitney Extension Theorem, consider a function on a compact subset of Euclidean space to be ‘Whitney-differentiable’ if it is a restriction of a continuously Fréchet-differentiable function with an open domain. Whitney-differentiable functions have been shown to have useful (yet possibly nonunique) derivatives and calculus properties even on the boundaries of their domains. This article shows that optimal-value functions …

Authors

Khan KA

Volume

68

Pagination

pp. 691-711

Publisher

Taylor & Francis

Publication Date

March 4, 2019

DOI

10.1080/02331934.2018.1534108

Conference proceedings

Optimization

Issue

2-3

ISSN

0233-1934