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Published in 2024 at "Journal of Global Optimization"
DOI: 10.1007/s10898-023-01359-9
Abstract: This article proposes new practical methods for furnishing generalized derivative information of optimal-value functions with embedded parameterized convex programs, with potential applications in nonsmooth equation-solving and optimization. We consider three cases of parameterized convex programs:…
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Keywords:
optimal value;
parameterized convex;
generalized derivatives;
value functions ... See more keywords