(1) Department of Mathematics, Université Paris I, Paris, France;(2) Center for Operations Research and Econometrics, Louvain-la-Neuve, Belgium;(3) Institut National de la Statistique et des Etudes Economiques, Paris, France
Abstract:
This paper deals with the dependence of the solutions and the associated multipliers of a nonlinear programming problem when the data of the problem are subjected to small perturbations. Sufficient conditions are given which imply that the solutions and the multipliers of a perturbed nonlinear programming problem are Lipschitzian with respect to the perturbations.The authors wish to thank J. Drèze and J. P. Vial for many helpful discussions and J. B. Hiriart-Urruty for comments on a previous version of the paper.