Article ID: | iaor19971126 |
Country: | Netherlands |
Volume: | 70 |
Issue: | 2 |
Start Page Number: | 159 |
End Page Number: | 172 |
Publication Date: | Oct 1995 |
Journal: | Mathematical Programming (Series A) |
Authors: | Dempe S., Ralph D. |
Keywords: | programming: nonlinear |
Consider a parametric nonlinear optimization problem subject to equality and inequality constraints. Conditions under which a locally optimal solution exists and depends in a continuous way on the parameter are well known. The authors show, under the additional assumption of constant rank of the active constraint gradients, that the optimal solution is actually piecewise smooth, hence