JournalsaihpcVol. 6pp. 305–324

Directional Lipschitzian Optimal Solutions and Directional Derivative for the Optimal Value Function in Nonlinear Mathematical Programming

  • J. Gauvin

    Département de mathématiques appliquées, École Polytechnique, Montréal, Québec, Canada H3C 3A7

  • R. Janin

    Département de mathématiques, Université de Poitiers, 86022, Poitiers Cedex, France
Directional Lipschitzian Optimal Solutions and Directional Derivative for the Optimal Value Function in Nonlinear Mathematical Programming cover
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Abstract

This paper gives very accurate conditions to have Lipschitz behaviour for the optimal solutions of a mathematical programming problem with natural perturbations in some fixed direction. This result is then used to obtain the directional derivative for the optimal value function.

Cite this article

J. Gauvin, R. Janin, Directional Lipschitzian Optimal Solutions and Directional Derivative for the Optimal Value Function in Nonlinear Mathematical Programming. Ann. Inst. H. Poincaré Anal. Non Linéaire 6 (1989), pp. 305–324

DOI 10.1016/S0294-1449(17)30027-6