Directional Behaviour of Optimal Solutions in Nonlinear Mathematical Programming

Published Online:https://doi.org/10.1287/moor.13.4.629

This paper is concerned with Holder, Lipschitz and differential properties of the optimal solutions of a nonlinear mathematical programming problem with perturbations in some fixed direction. These properties are obtained with virtually minimal regularity conditions using an approach based on duality and stability. The Holder property is used to obtain the directional derivative for the optimal value function.

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