Jf. Bonnans et R. Cominetti, PERTURBED OPTIMIZATION IN BANACH-SPACES .2. A THEORY-BASED ON A STRONG DIRECTIONAL CONSTRAINT QUALIFICATION, SIAM journal on control and optimization, 34(4), 1996, pp. 1172-1189
We study the sensitivity of the optimal value and optimal solutions of
perturbed optimization problems in two cases. The first one is when m
ultipliers exist but only the weak (and not the strong) second-order s
ufficient optimality condition is satisfied. The second case is when n
o Lagrange multipliers exist; To deal with these pathological cases, w
e are led to introduce a directional constraint qualification stronger
than in part I of this paper, which reduces to the latter in the impo
rtant case of equality-inequality constrained problems. We give sharp
upper estimates of the cost based on paths varying as the square root
of the perturbation parameter and, under a no-gap condition, obtain th
e first term of the expansion for the cost. When multipliers exist we
study the expansion of approximate solutions as well. We show in the a
ppendix that the strong directional constraint qualification is satisf
ied for a large class of problems, including regular problems in the s
ense of Robinson.