Abnormal equality-constrained optimization problems: sensitivity theory
For the equality-constrained optimization problem, we consider the case when the customary regularity of constraints can be violated. Under the assumptions substantially weaker than those previously used in the literature, we develop a reasonably complete local sensitivity theory for this class of problems, including upper and lower bounds for the rate of change of the optimal value function subject to parametric perturbations, as well as the estimates and the description of asymptotic behavior of solutions of the perturbed problems.
regularity sensitivity analysis parametric optimization equality-constrained problem abnormal point second-order sufficient conditions