Abstract
Under the constant rank regularity assumption, a maximin formula is obtained for the directional derivative of the marginal value function of a perturbed nonlinear mathematical programming problem.
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References
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© 1984 The Mathematical Programming Society, Inc.
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Janin, R. (1984). Directional derivative of the marginal function in nonlinear programming. In: Fiacco, A.V. (eds) Sensitivity, Stability and Parametric Analysis. Mathematical Programming Studies, vol 21. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0121214
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DOI: https://doi.org/10.1007/BFb0121214
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