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1. CJM 2004 (vol 56 pp. 825)

Penot, Jean-Paul
Differentiability Properties of Optimal Value Functions
Differentiability properties of optimal value functions associated with perturbed optimization problems require strong assumptions. We consider such a set of assumptions which does not use compactness hypothesis but which involves a kind of coherence property. Moreover, a strict differentiability property is obtained by using techniques of Ekeland and Lebourg and a result of Preiss. Such a strengthening is required in order to obtain genericity results.

Keywords:differentiability, generic, marginal, performance function, subdifferential
Categories:26B05, 65K10, 54C60, 90C26, 90C48

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