ABSTRACT
The marginal function of a parametric nonlinear programming problem can be written as the minimax–function form by the use of Lagrangian. By way of the directional differentiability result of minimax–functions due to Correa and Seeger, we investigate the sensitivity analysis of nonlinear programming problems. We will shed a light on the duality relation of the resulting minimax–function which is a key ingredient of the directional differentiability of minimax–functions.
