Header

UZH-Logo

Maintenance Infos

On second-order Taylor expansion of critical values


Bütikofer, S; Klatte, D; Kummer, B (2010). On second-order Taylor expansion of critical values. Kybernetika, 46(3):472-487.

Abstract

Studying a critical value function $\vi$ in parametric nonlinear programming, we recall conditions guaranteeing that $\vi$ is a $C^{1,1}$ function and derive second order Taylor expansion formulas including second-order terms in the form of certain generalized derivatives of $D \vi$. Several specializations and applications are discussed. These results are understood as supplements to the well--developed theory of first- and second-order directional differentiability of the optimal value function in parametric optimization.

Abstract

Studying a critical value function $\vi$ in parametric nonlinear programming, we recall conditions guaranteeing that $\vi$ is a $C^{1,1}$ function and derive second order Taylor expansion formulas including second-order terms in the form of certain generalized derivatives of $D \vi$. Several specializations and applications are discussed. These results are understood as supplements to the well--developed theory of first- and second-order directional differentiability of the optimal value function in parametric optimization.

Statistics

Citations

1 citation in Web of Science®
1 citation in Scopus®
Google Scholar™

Downloads

117 downloads since deposited on 12 Jul 2010
21 downloads since 12 months
Detailed statistics

Additional indexing

Item Type:Journal Article, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Business Administration
Dewey Decimal Classification:330 Economics
Language:English
Date:2010
Deposited On:12 Jul 2010 15:22
Last Modified:07 Dec 2017 02:50
Publisher:Praha
ISSN:0023-5954
Official URL:http://www.kybernetika.cz/content/2010/3/472

Download

Download PDF  'On second-order Taylor expansion of critical values'.
Preview
Filetype: PDF
Size: 1MB