On the differentiability of optimal values for bounded nonlinear programs with equality constraints |
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| Authors: | Okitsugu Fujiwara |
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| Affiliation: | Industrial Engineering and Management Division, Asian Institute of Technology, P.O. Box 2754, Bangkok, Thailand |
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| Abstract: | We consider a parametrized family of nonlinear programs where the feasible region is defined by equality constraints in a ball. The global optimal value is shown to be twice continuously differentiable over an open and dense set in the perturbation parameter space. |
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| Keywords: | parametric programming stability of optimal solutions Morse theory |
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