Sensitivity of Solutions in Nonlinear Programming Problems with Nonunique Multipliers
نویسنده
چکیده
We analyze the perturbations of quasi-solutions to a parameterized nonlinear programming problem, these being feasible solutions accompanied by a Lagrange multiplier vector such that the Karush-Kuhn-Tucker optimality conditions are satisfied. We show under a standard constraint qualification, not requiring uniqueness of the multipliers, that the quasi-solution mapping is differentiable in a generalized sense, and we present a formula for its derivative. The results are distinguished from previous ones in the subject, in that they do not entail having to impose conditions to ensure that dual as well as primal elements behave well with respect to sensitivity.
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