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Differentiability Properties of Optimal Value Functions

Published online by Cambridge University Press:  20 November 2018

Jean-Paul Penot
Jean-Paul Penot*
Affiliation:
Laboratoire de Mathématiques Appliquées, CNRS, ERS 2055, Faculté des Sciences, av. de l’Université, 64000 PAU, France e-mail: jean-paul.penot@univ-pau.fr
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Abstract

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Differentiability properties of optimal value functions associated with perturbed optimization problems require strong assumptions. We consider such a set of assumptions which does not use compactness hypothesis but which involves a kind of coherence property. Moreover, a strict differentiability property is obtained by using techniques of Ekeland and Lebourg and a result of Preiss. Such a strengthening is required in order to obtain genericity results.

Keywords

26B0565K1054C6090C2690C48differentiabilitygenericmarginalperformance functionsubdifferential
Type
Research Article
Information
Canadian Journal of Mathematics , Volume 56 , Issue 4 , 01 August 2004 , pp. 825 - 842
Copyright
Copyright © Canadian Mathematical Society 2004

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