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: | Gauvin Jacques, Janin Robert |
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.