We extend the principal sensitivity analysis results for parametric nonlinear programs and variational inequalities by considering problems with nonunique optimal Lagrange multipliers. Specifically, we derive sufficient conditions for the existence, continuity and directional differentiability of a locally unique perturbed solution of a nonlinear program or a variational inequality.
No takes yet. Share an insight, caveat, or question.
Jerzy Kyparisis (1990) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: