Continuity and Directional Differentiability of the Value Function in Parametric Quadratically Constrained Nonconvex Quadratic Programs
Tran Van Nghi , Nguyen Nang Tam
The aim of this paper is to investigate the continuity and the directional differentiability of the value function in quadratically constrained nonconvex quadratic programming problem. 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.