<p>In this paper, the second-order directional derivative of the optimal value function and the optimal solution function are obtained for a strongly stable parametric problem with non-unique Lagrange multipliers. Some properties of the Lagrange multipliers are proved. It is justified that the second-order directional derivative of the optimal solution function for the parametric problem can be obtained by solving a suitable convex quadratic programming problem corresponding to an appropriate set of multipliers.</p>

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Second-order directional derivatives of the optimal solution function in parametric programming problems

  • Bhuvnesh Khatana,
  • Geetanjali Panda

摘要

In this paper, the second-order directional derivative of the optimal value function and the optimal solution function are obtained for a strongly stable parametric problem with non-unique Lagrange multipliers. Some properties of the Lagrange multipliers are proved. It is justified that the second-order directional derivative of the optimal solution function for the parametric problem can be obtained by solving a suitable convex quadratic programming problem corresponding to an appropriate set of multipliers.