  We consider the conic linear program given by a closed convex cone in an
Euclidean space and a matrix, where vector on the right-hand-side of the
constraint system and the vector defining the objective function are subject to
change. Using the strict feasibility condition, we prove the locally Lipschitz
continuity and obtain some differentiability properties of the optimal value
function of the problem under right-hand-side perturbations. For the optimal
value function under linear perturbations of the objective function, similar
differentiability properties are obtained under the assumption saying that both
primal problem and dual problem are strictly feasible.
