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On Differentiability of Metric Projections onto Moving Convex Sets

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  • Darinka Dentcheva

Abstract

We consider properties of the metric projections onto moving convex sets in normed linear spaces. Under certain conditions about the norm, directional differentiability of first and higher order of the metric projections at boundary points is characterized. The conditions are formulated in terms of differentiability of multifunctions and properties of the set-derivatives are shown. Copyright Kluwer Academic Publishers 2001

Suggested Citation

  • Darinka Dentcheva, 2001. "On Differentiability of Metric Projections onto Moving Convex Sets," Annals of Operations Research, Springer, vol. 101(1), pages 283-298, January.
    • Handle: RePEc:spr:annopr:v:101:y:2001:i:1:p:283-298:10.1023/a:1010945230381
    DOI: 10.1023/A:1010945230381
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