Generalized Differentiation with Positively Homogeneous Maps: Applications in Set-Valued Analysis and Metric Regularity

被引:19
|
作者
Pang, C. H. Jeffrey [1 ]
机构
[1] MIT, Dept Math, Cambridge, MA 02139 USA
关键词
multifunction differentiability; metric regularity; coderivatives; calmness; Lipschitz continuity; CALCULUS; MAPPINGS; MULTIFUNCTIONS; OPTIMIZATION; NONSMOOTH; OPENNESS;
D O I
10.1287/moor.1110.0497
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
We propose a new concept of generalized differentiation of set-valued maps that captures first-order information. This concept encompasses the standard notions of Frechet differentiability, strict differentiability, calmness and Lipschitz continuity in single-valued maps, and the Aubin property and Lipschitz continuity in set-valued maps. We present calculus rules, sharpen the relationship between the Aubin property and coderivatives, and study how metric regularity and open covering can be refined to have a directional property similar to our concept of generalized differentiation. Finally, we discuss the relationship between the robust form of generalized differentiation and its one-sided counterpart.
引用
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页码:377 / 397
页数:21
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