On the directional derivative of the optimal solution mapping without linear independence constraint qualification
- 1 January 1989
- journal article
- research article
- Published by Taylor & Francis in Optimization
- Vol. 20 (4) , 401-414
- https://doi.org/10.1080/02331938908843460
Abstract
In the paper it is shown that if a strong second-order sufficient condition and Slater's condition hold at a minimizer of a convex programming problem then, for sufficiently smooth perturbations of the problem functions the optimal solution map admits a directional derivative in every direction. This directional derivative may be computed solving certain system of linear equations and inequalities. Furthermore, a special element of the upper DINI derivative of the Karrush-Kuhn Tucker set mapping is computed.Keywords
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