Higher order sensitivity of solutions to convex programming problems without strict complementarityConsideration is given to a family of convex programming problems which depend on a vector parameter. It is shown that the solutions of the problems and the associated Lagrange multipliers are arbitrarily many times directionally differentiable functions of the parameter, provided that the data of the problems are sufficiently regular. The characterizations of the respective derivatives are given.
Document ID
19890026450
Acquisition Source
Legacy CDMS
Document Type
Conference Paper
Authors
Malanowski, Kazimierz (Polska Akademia Nauk Instytut Badan Systemowych, Warsaw, Poland)
Date Acquired
August 14, 2013
Publication Date
January 1, 1988
Subject Category
Cybernetics
Meeting Information
Meeting: IFIP Conference on System Modeling and Optimization