First and second order sensitivity analysis of nonlinear programs under directional constraint qualification conditions
- 1 January 1990
- journal article
- research article
- Published by Taylor & Francis in Optimization
- Vol. 21 (3) , 351-363
- https://doi.org/10.1080/02331939008843555
Abstract
An extension and unification is presented, of the recent results of Shapiro [16] and Gatjvin & Janin [8] about second order differentiability of the optimal value function and directional differentiability of optimal solutions of perturbed mathematical programs, under a relaxed directional version of the Managasarian-Fromowitz constraint qualification condition introduced by Gollan [9]Keywords
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