Article ID: | iaor200931213 |
Country: | United States |
Volume: | 31 |
Issue: | 3 |
Start Page Number: | 526 |
End Page Number: | 543 |
Publication Date: | Aug 2006 |
Journal: | Mathematics of Operations Research |
Authors: | Arutyunov Aram V, Izmailov Alexey F |
We develop a new regularity concept, unifying metric regularity, Robinson's constraint qualification, and directional regularity. We present the directional stability theorem and the related concept of directional metric regularity. On one hand, our directional stability theorem immediately implies Robinson's stability theorem as a particular case, while on the other hand, our theorem easily implies various stability results under the directional regularity condition, widely used in sensitivity analysis. Some applications of this kind are also presented.