Differentiability with respect to parameters of solutions to convex programming problems

We consider a family of convex programming problems that depend on a vector parameter, characterizing those values of parameters at which solutions and associated Lagrange multipliers are Gâteaux differentiable.These results are specialized to the problem of the metric projection onto a convex set. At those points where the projection mapping is not differentiable the form of Clarke's generalized derivative of this mapping is derived.