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.