Directional Lipschitzian Optimal Solutions and Directional Derivative for the Optimal Value Function in Nonlinear Mathematical Programming
Jacques Gauvin, Robert Janin · Annales de l Institut Henri Poincaré C Analyse Non Linéaire · 1989
This paper gives very accurate conditions to have Lipschitz behaviour for the optimal solutions of a mathematical programming problem with natural perturbations in some fixed direction. This result is then used to obtain the directional derivative for the optimal value function.