Perturbation analysis of optimization problems in banach spaces
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The subject of the paper is the investigation of the parametrized optimization problem: Minimize \(f(x,v)\) subject to \(x\in\Sigma(v)\), depending on the parameter \(v\). The aim is to study the behavior of the solution \(x(v)\) as a function of the parameter. To reach this aim, the author proves two variational principles that give estimates on the change of the solution under small perturbations. Then results are obtained first in the case when \(\Sigma\) does not depend on \(v\). In the last section the Lipschitz continuity and directional differentiability of \(x(v)\) is established under the only essential assumption of the uniqueness of the corresponding Lagrange multipliers.
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