Article ID: | iaor19891126 |
Country: | Germany |
Volume: | 20 |
Start Page Number: | 401 |
End Page Number: | 414 |
Publication Date: | Sep 1989 |
Journal: | Optimization |
Authors: | Dempe S. |
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 Karush-Kuhn-Tucker set mapping is computed.