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