1. CJM 2004 (vol 56 pp. 825)
|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