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Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming

Authors :
Jacques Gauvin
Robert Janin
Source :
Mathematics of Operations Research. 13:629-649
Publication Year :
1988
Publisher :
Institute for Operations Research and the Management Sciences (INFORMS), 1988.

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.

Details

ISSN :
15265471 and 0364765X
Volume :
13
Database :
OpenAIRE
Journal :
Mathematics of Operations Research
Accession number :
edsair.doi...........095e6dca497e418306e81f2a1210899b
Full Text :
https://doi.org/10.1287/moor.13.4.629