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Hölder behavior of optimal solutions and directional differentiability of marginal functions in nonlinear programming

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This paper is concerned with the Hölder properties of optimal solutions of a nonlinear programming problem with perturbations in some fixed direction. The Hölder property is used to obtain the directional derivative for the marginal function.

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Authors and Affiliations

  1. Department of Mathematics, Belarusian State University of Informatics and Radioelectronics, Minsk, Belarus

    L. I. Minchenko (Associate Professor) & P. P. Sakolchik (Assistant Professor)

Authors
  1. L. I. Minchenko
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  2. P. P. Sakolchik
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Additional information

Communicated by A. V. Fiacco

The authors are grateful for the referees' helpful comments, which led in particular to improvements in an early version of the paper.

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Minchenko, L.I., Sakolchik, P.P. Hölder behavior of optimal solutions and directional differentiability of marginal functions in nonlinear programming. J Optim Theory Appl 90, 555–580 (1996). https://doi.org/10.1007/BF02189796

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