The pointwise max-type objective attached to f, barf, and the scalar parameter t,
namely x ↦ max (f x - t) (barf x). This is the primitive owner object underlying the chapter's
parametric value function.
Instances For
Evaluating setConstrainedParametricObjective f barf t at x gives the defining pointwise
maximum max (f x - t) (barf x).
The parametric value attached to the max-type model x ↦ max (f x - t) (barf x) is the
extended-real optimal value of the corresponding constrained problem on Q.
Instances For
Unfolding parametricValueFunction gives the feasible-set image formula over Q.
Unfolding parametricValueFunction gives the displayed sInf formula over Q.
Increasing the parameter by a nonnegative amount can only decrease the pointwise max-type objective.
Increasing the parameter by Δ ≥ 0 lowers the pointwise max-type objective by at most Δ.
Lemma 3.3.6: for any model f and any Δ ≥ 0, shifting the parameter from t to t + Δ
decreases the chapter parametric value by at most Δ. The textbook exact value f^*(t) and the
approximate value \hat f_k^*(X; t) are the corresponding specializations of this owner theorem.
For any model f and any Δ ≥ 0, shifting the parameter from t to t + Δ never
increases the parametric value.
The parametric value function is antitone in the scalar parameter. This is derived owner API:
increasing t lowers the pointwise model x ↦ max (f x - t) (barf x), so the infimum over the
fixed feasible set Q cannot increase.