Directional behaviour of optimal solutions in nonlinear mathematical programming

Directional behaviour of optimal solutions in nonlinear mathematical programming

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Article ID: iaor1988309
Country: United States
Volume: 13
Issue: 4
Start Page Number: 629
End Page Number: 649
Publication Date: Nov 1988
Journal: Mathematics of Operations Research
Authors: ,
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.

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