| Article ID: | iaor20162407 |
| Volume: | 169 |
| Issue: | 3 |
| Start Page Number: | 953 |
| End Page Number: | 964 |
| Publication Date: | Jun 2016 |
| Journal: | Journal of Optimization Theory and Applications |
| Authors: | Shapiro Alexander |
| Keywords: | heuristics, programming: convex |
It is known that directional differentiability of metric projection onto a closed convex set in a finite‐dimensional space is not guaranteed. In this paper, we discuss sufficient conditions ensuring directional differentiability of such metric projections. The approach is based on a general theory of sensitivity analysis of parameterized optimization problems.