Dini Derivatives of the Marginal Function of a Non-Lipschitzian Program
Doug Ward · SIAM Journal on Optimization · 1996
Upper and lower bounds are established for the Dini directional derivatives of the marginal function of a parametric mathematical program. In this program, the equality constraint functions are assumed to be strictly differentiable, but the objective and inequality constraint functions can belong to a large class of non-Lipschitzian functions. A nonsmooth version of the Mangasarian–Fromovitz constraint qualification is also assumed. The main tool in the proofs of these bounds is the calculus of tangent cones.