Differentiability and semismoothness properties of integral functions and their applications

• 成果类型: Article
• 署名作者: Qi, LQ; Shapiro, A; Ling, C
• 署名单位: Hong Kong Polytechnic University; University System of Georgia; Georgia Institute of Technology; Zhejiang University of Finance & Economics
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-004-0523-x
• 发表日期: 2005
• 页码: 223-248
• 关键词: newton methods; computational algorithm; convergence analysis; EQUATIONS; convex; interpolation; minimization; sets

摘要

In this paper we study differentiability and semismoothness properties of functions defined as integrals of parameterized functions. We also discuss applications of the developed theory to the problems of shape-preserving interpolation, option pricing and semi-infinite programming.