170 research outputs found

    An Implicit-Function Theorem for B-Differentiable Functions

    Get PDF
    A function from one normed linear space to another is said to be Bouligand differentiable (B-differentiable) at a point if it is directionally differentiable there in every direction, and if the directional derivative has a certain uniformity property. This is a weakening of the classical idea of Frechet (F-) differentiability, and it is useful in dealing with optimization problems and in other situations in which F-differentiability may be too strong. In this paper we introduce a concept of strong B-derivative, and we employ this idea to prove an implicit-function theorem for B-differentiable functions. This theorem provides the same kinds of information as does the classical implicit-function theorem, but with B-differentiability in place of F-differentiability. Therefore it is applicable to a considerably wider class of functions than is the classical theorem

    Relative Well-Posedness of Constrained Systems with Applications to Variational Inequalities

    Full text link
    The paper concerns foundations of sensitivity and stability analysis, being primarily addressed constrained systems. We consider general models, which are described by multifunctions between Banach spaces and concentrate on characterizing their well-posedness properties that revolve around Lipschitz stability and metric regularity relative to sets. The enhanced relative well-posedness concepts allow us, in contrast to their standard counterparts, encompassing various classes of constrained systems. Invoking tools of variational analysis and generalized differentiation, we introduce new robust notions of relative coderivatives. The novel machinery of variational analysis leads us to establishing complete characterizations of the relative well-posedness properties with further applications to stability of affine variational inequalities. Most of the obtained results valid in general infinite-dimensional settings are also new in finite dimensions.Comment: 25 page

    Stability analysis for parameterized variational systems with implicit constraints

    Get PDF
    In the paper we provide new conditions ensuring the isolated calmness property and the Aubin property of parameterized variational systems with constraints depending, apart from the parameter, also on the solution itself. Such systems include, e.g., quasi-variational inequalities and implicit complementarity problems. Concerning the Aubin property, possible restrictions imposed on the parameter are also admitted. Throughout the paper, tools from the directional limiting generalized differential calculus are employed enabling us to impose only rather weak (non-restrictive) qualification conditions. Despite the very general problem setting, the resulting conditions are workable as documented by some academic examplesComment: 26 page

    The Radius of Metric Subregularity

    Get PDF
    There is a basic paradigm, called here the radius of well-posedness, which quantifies the "distance" from a given well-posed problem to the set of ill-posed problems of the same kind. In variational analysis, well-posedness is often understood as a regularity property, which is usually employed to measure the effect of perturbations and approximations of a problem on its solutions. In this paper we focus on evaluating the radius of the property of metric subregularity which, in contrast to its siblings, metric regularity, strong regularity and strong subregularity, exhibits a more complicated behavior under various perturbations. We consider three kinds of perturbations: by Lipschitz continuous functions, by semismooth functions, and by smooth functions, obtaining different expressions/bounds for the radius of subregularity, which involve generalized derivatives of set-valued mappings. We also obtain different expressions when using either Frobenius or Euclidean norm to measure the radius. As an application, we evaluate the radius of subregularity of a general constraint system. Examples illustrate the theoretical findings.Comment: 20 page

    Generalized Delta Theorems for Multivalued Mappings and Measurable Selections

    Get PDF
    The classical delta theorem can be generalized in a mathematically satisfying way to a broad class of multivalued and/or nonsmooth mappings, by examining the convergence in distribution of the sequence of difference quotients from the perspectives of recent developments in convergence theory for random closed sets and new descriptions of first-order behavior of multivalued mappings. Such a theory opens the way to applications of asymptotic techniques in many areas of mathematical optimization where randomness and uncertainty play a role. Of special importance is the asymptotic convergence of measurable selections of multifunctions when the limit multifunction is single-valued almost surely

    On the isolated calmness property of implicitly defined multifunctions

    Get PDF
    The paper deals with an extension of the available theory of SCD (subspace containing derivatives) mappings to mappings between spaces of different dimensions. This extension enables us to derive workable sufficient conditions for the isolated calmness of implicitly defined multifunctions around given reference points. This stability property differs substantially from isolated calmness at a point and, possibly in conjunction with the Aubin property, offers a new useful stability concept. The application area includes a broad class of parameterized generalized equations, where the respective conditions ensure a rather strong type of Lipschitztan behavior of their solution maps.Comment: arXiv admin note: text overlap with arXiv:2106.0051
    corecore