On second-order Taylor expansion of critical values

Studying a critical value function φ in parametric nonlinear programming, we recall conditions guaranteeing that φ is a C function and derive second order Taylor expansion formulas including second-order terms in the form of certain generalized derivatives of Dφ. Several specializations and applications are discussed. These results are understood as supplements to the well–developed theory of firstand second-order directional differentiability of the optimal value function in parametric optimization.