Graphical Derivatives and Stability Analysis for Parameterized Equilibria with Conic Constraints
Author
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Mordukhovich, Boris S.
Author
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Outrata, Jiri V.
Author
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Ramírez Cabrera, Héctor
Admission date
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2016-01-12T02:11:06Z
Available date
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2016-01-12T02:11:06Z
Publication date
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2015
Cita de ítem
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Set-Valued Var. Anal (2015) 23:687–704
en_US
Identifier
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DOI 10.1007/s11228-015-0328-5
Identifier
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https://repositorio.uchile.cl/handle/2250/136375
General note
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Artículo de publicación ISI
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Abstract
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The paper concerns parameterized equilibria governed by generalized equations whose multivalued parts are modeled via regular normals to nonconvex conic constraints. Our main goal is to derive a precise pointwise second-order formula for calculating the graphical derivative of the solution maps to such generalized equations that involves Lagrange multipliers of the corresponding KKT systems and critical cone directions. Then we apply the obtained formula to characterizing a Lipschitzian stability notion for the solution maps that is known as isolated calmness.
en_US
Patrocinador
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National Science Foundation, Grant Agency of the Czech Republic, Australian Research Council, FONDECYT BASAL Project Centro de Modelamiento Matematico, Universidad de Chile