西南石油大学学报(自然科学版) ›› 1992, Vol. 14 ›› Issue (2): 111-116.DOI: 10.3863/j.issn.1000-2634.1992.02.15

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FIRST ORDER ε-DIRECTIONAL DERIVATIVE OF MARGINAL FUNCTION QF A QUADRIC CONVEX PROGRAMMING

Zhang Ming-quan
  

  1. (Department of Mlanagement Engineering)
  • Received:1991-04-12 Revised:1900-01-01 Online:1992-04-20 Published:1992-04-20

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Abstract: In paper(1)，the ε-directional derivatives of a marginal function in convex programming with linear constraints had been discussed, Based on that，We have proved the。一differentiability of the marginal function of a quadric
convex programming in this paper, and further expressed the first order ε-directional derivative as the optimal value of a nonlinear programming.

Key words: Directional derivative, Marginal function, Convex programming, Nonlinear programming

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