DIRECTIONAL DIFFERENTIABILITY OF THE OPTIMAL VALUE IN QUADRATIC PROGRAMMING PROBLEMS UNDER LINEAR CONSTRAINTS ON HILBERT SPACES
Văn Đồng Vũ, Huyen Pham Thi Thanh, Thang Le Anh · SCIENTIFIC JOURNAL OF TAN TRAO UNIVERSITY · 2023
We investigate the first-order directional differentiability of the optimal value function in parametric quadratic programming problems under linear constraints in Hilbert spaces. We derive an explicit formula for computing the directional derivative of the optimal value function in cases where the quadratic part of the objective function is in Legendre form.