A NOTE ON THE GRADIENT OF THE INTEGRAL ENTROPY FUNCTION

Mengwei Xu, L. Zhang · International Journal of Pure and Apllied Mathematics · 2014

In this paper, we consider a parametric minimization problem and use the integral entropy function to approximate its value function.We show that the repeated limits of the gradient of the integral entropy function may be strictly contained in the Clarke generalized gradient of the value function in some cases.We also apply the result to bilevel programs.

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