Article ID: | iaor19911769 |
Country: | Switzerland |
Volume: | 27 |
Start Page Number: | 237 |
End Page Number: | 252 |
Publication Date: | Sep 1990 |
Journal: | Annals of Operations Research |
Authors: | Gauvin Jacques, Janin Robert |
This paper presents with elementary proofs some results on the directional derivative of the optimal value of a finite dimensional optimization problem with parameters.