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Lempio, Frank ; Maurer, Helmut:
Differentiable Perturbations of Infinite Optimization Problems.
In: Henn, Rudolf ; Korte, Bernhard ; Oettli, Werner
(Hrsg.):
Optimization and Operations Research : Proceedings of a Workshop Held at the University of Bonn, October 2–8, 1977. -
Berlin
: Springer
,
1978
. - S. 181-191
. - (Lecture Notes in Economics and Mathematical Systems
; 157
)
ISBN 978-3-540-08842-4
| Rez.: |
Abstract
In this paper stability properties of the extremal value function are studied for general differentiable optimization problems with perturbations in the objective function and in the constraints. In particular, upper and lower bounds for the directional derivative of the extremal value function as well as necessary and sufficient conditions for the existence of the directional derivative are given.