DIRECTIONAL-DERIVATIVES OF OPTIMAL-SOLUTIONS IN SMOOTH NONLINEAR-PROGRAMMING

被引:15
|
作者
BONNANS, JF
机构
[1] INRIA, Domaine de Voluceau, Rocquencourt
关键词
SENSITIVITY; STABILITY; NONLINEAR PROGRAMMING; CALMNESS;
D O I
10.1007/BF00940076
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We consider a smooth nonlinear program subject to perturbations in the right-hand side of the constraints. We do not assume that the unique solution of the original problem satisfies any qualification hypothesis. We suppose instead that the direction of perturbation satisfies the hypothesis of Gollan. We study the variation of the cost and, with the help of some second-order sufficiency conditions, obtain some conditions satisfied by the first term of the expansion of the solution. These conditions may vary depending on the existence of a Lagrange multiplier for the original problem.
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页码:27 / 45
页数:19
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