Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming
- 1 November 1988
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in Mathematics of Operations Research
- Vol. 13 (4) , 629-649
- https://doi.org/10.1287/moor.13.4.629
Abstract
This paper is concerned with Holder, Lipschitz and differential properties of the optimal solutions of a nonlinear mathematical programming problem with perturbations in some fixed direction. These properties are obtained with virtually minimal regularity conditions using an approach based on duality and stability. The Holder property is used to obtain the directional derivative for the optimal value function.Keywords
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