法锥映射广义导数的计算及其应用

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

Mathematics of Operations Research · 2016
被引 61
ABS 3

中文导读

研究了在弱约束条件下计算法锥映射的图形导数和正则余导数,并应用于参数化广义方程解映射的孤立平静性刻画及带控制约束MPEC的强平稳性条件。

Abstract

The paper concerns the computation of the graphical derivative and the regular (Fréchet) 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.

数学优化变分分析参数化广义方程MPEC约束优化