Directional derivatives of optimal solutions in smooth nonlinear programming
Journal of Optimization Theory and Applications
Nonlinear Analysis: Theory, Methods & Applications
SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization
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We develop a new regularity concept, unifying metric regularity, Robinson's constraint qualification, and directional regularity. We present the directional stability theorem and the related concept of directional metric regularity. On one hand, our directional stability theorem immediately implies Robinson's stability theorem [Arutyunov, A. V. 2005. Covering of nonlinear maps on cone in neighborhood of abnormal point. Math. Notes77 447--460.] as a particular case, while on the other hand, our theorem easily implies various stability results under the directional regularity condition, widely used in sensitivity analysis. Some applications of this kind are also presented.