On Computation of Generalized Derivatives of the Normal-Cone Mapping and Their Applications

被引：36

作者：

Gfrerer, Helmut ^{[1
]}

Outrata, Jiri V. ^{[2
,3
]}

机构：

[1] Johannes Kepler Univ Linz, Inst Computat Math, A-4040 Linz, Austria

[2] Acad Sci Czech Republic, Inst Informat Theory & Automat, Prague 18208, Czech Republic

[3] Federat Univ Australia, Ctr Informat & Appl Optimizat, Sch Sci Informat Technol & Engn, Ballarat, Vic 3350, Australia

来源：

MATHEMATICS OF OPERATIONS RESEARCH | 2016年 / 41卷 / 04期

基金：

奥地利科学基金会; 澳大利亚研究理事会;

关键词：

parameterized generalized equation; graphical derivative; regular coderivative; mathematical program with equilibrium constraints; METRIC SUBREGULARITY; VARIATIONAL-INEQUALITIES; QUALIFICATION CONDITIONS; BANACH-SPACES; CALMNESS; EQUATIONS; STABILITY;

D O I：

10.1287/moor.2016.0789

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The paper concerns the computation of the graphical derivative and the regular (Frechet) coderivative of the normal-cone mapping related to C-2 inequality constraints under very weak qualification conditions. This enables us to provide the graphical derivative and the regular coderivative of the solution map to a class of parameterized generalized equations with the constraint set of the investigated type. On the basis of these results, we finally obtain a characterization of the isolated calmness property of the mentioned solution map and derive strong stationarity conditions for an MPEC with control constraints.

引用

页码：1535 / 1556

页数：22

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