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Acta Mathematica Vietnamica

DIRECTIONAL DIFFERENTIABILITY OF THE OPTIMAL VALUE FUNCTION IN INDEFINITE QUADRATIC PROGRAMMING

icon-email NGUYEN NANG TAM

Abstract

We obtain an explicit formula for computing the directional derivative of the optimal value function in a general parametric quadratic programming problem with linear constraints. Our result can be used in some cases where the existing results on differential stability in nonlinear programming (applied to quadratic programming) cannot be used.