Sensitivity Analysis of Parametrized Programs under Cone Constraints
Alexander Shapiro, J. Frédéric Bonnans · SIAM Journal on Control and Optimization · 1992
In this paper local behavior of optimal solutions of parametrized optimization problems is investigated with cone constraints in Banach spaces. Under second-order sufficient optimality conditions Lipschitzian stability of the corresponding $\varepsilon $-optimal solutions is established. Also shown is how the considered parametric program can be approximated by using second-order expansions of the involved functions.