Differentiability and semismoothness properties of integral functions and their applications

Qi LQ; Shapiro A; Ling C

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Differentiability and semismoothness properties of integral functions and their applications

机译：积分函数的微分和半光滑性及其应用

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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.

机译：在本文中，我们研究定义为参数化函数积分的函数的可微性和半光滑性。我们还将讨论发达理论在保形插值，期权定价和半无限编程问题上的应用。

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《Mathematical Programming 》 |2005年第2期| 共26页
作者
Qi LQ; Shapiro A; Ling C;
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正文语种 eng
中图分类数学 ;
关键词
smoothness; semismoothness; shape-preserving interpolation; option price problem; semi-infinite programming; CONSTRAINED OPTIMIZATION PROBLEMS; NEWTON METHODS; COMPUTATIONAL ALGORITHM; CONVERGENCE ANALYSIS; INTERPOLATION; EQUATIONS; CONVEX; MINIMIZATION; SETS;

机译：光滑度;半光滑度;保形插值;期权价格问题;半无限规划;约束优化问题;牛顿法;计算算法;收敛性分析;插值;方程;凸;最小化;集合;

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7. Differentiability and semismoothness properties of integral functions and their applications [O] . Qi L, Shapiro A, Ling C 2005

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8. Two Applications of Approximate Differentiation Formulae: An Extremum Problem for Multiply Monotone Functions and the Differentiation of Asymptotic Expansions [R] . Schoenberg, I. J. 1980

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Differentiability and semismoothness properties of integral functions and their applications

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