Implications of the constant rank constraint qualification

• 成果类型: Article
• 署名作者: Lu, Shu
• 署名单位: University of North Carolina; University of North Carolina Chapel Hill
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-009-0288-3
• 发表日期: 2011
• 页码: 365-392
• 关键词: linear-dependence condition; sensitivity-analysis; variational-inequalities; nonlinear programs; STABILITY; differentiability

摘要

This paper investigates properties of a parametric set defined by finitely many equality and inequality constraints under the constant rank constraint qualification (CRCQ). We show, under the CRCQ, that the indicator function of this set is prox-regular with compatible parametrization, that the set-valued map that assigns each parameter to the set defined by that parameter satisfies a continuity property similar to the Aubin property, and that the Euclidean projector onto this set is a piecewise smooth function. We also show in the absence of parameters that the CRCQ implies the Mangasarian-Fromovitz constraint qualification to hold in some alternative expression of the set.