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

• 成果类型: Article
• 署名作者: Gfrerer, Helmut; Outrata, Jiri V.
• 署名单位: Johannes Kepler University Linz; Czech Academy of Sciences; Institute of Information Theory & Automation of the Czech Academy of Sciences; Federation University Australia
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.2016.0789
• 发表日期: 2016
• 页码: 1535-1556
• 关键词: metric subregularity; variational-inequalities; qualification conditions; banach-spaces; calmness; EQUATIONS; STABILITY

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.