参数优化问题最优值函数的ε-次微分表述形式

THE ESTIMATES OF-SUBDIFFERENTIAL OF OPTIMAL VALUE FUNCTION FOR PARAMETRIC OPTIMIZATION PROBLEM

研究参数优化问题最优值函数φ(x)=inf{P(y)|y∈Φ(x)}的ε-次微分,改进了Truong在参考文献[5]中定理3.4的条件,给出了最优值函数ε-次微分表述形式.

In this paper,we investigate ε-subdifferential of an optimal value function for parametric optimization problem,and improve Truong prove conditions of Theorem 3.4 in [5].Moreover,we establish some estimates of ε-subdifferentials of optimal value function.