线性约束系统的余导数与解映射

Coderivatives and the Solution Map of a Linear Constraint System

SIAM Journal on Optimization · 2016
被引 18
ABS 3

中文导读

利用余导数等工具,深入研究了参数线性约束系统解映射的Lipschitz性质和度量正则性,为线性互补问题和仿射变分不等式提供了可验证的充分条件。

Abstract

The Lipschitz-like property and the metric regularity in the sense of Robinson of the solution map of a parametric linear constraint system are investigated thoroughly by means of normal coderivative, the Mordukhovich criterion, and a related theorem due to Levy and Mordukhovich [Math. Program., 99 (2004), pp. 311--327]. Among other things, the obtained results yield uniform local error bounds and traditional local error bounds for the linear complementarity problem and the general affine variational inequality problem, as well as verifiable sufficient conditions for the Lipschitz-like property of the solution map of the linear complementarity problem and a class of affine variational inequalities, where all components of the problem data are subject to perturbations.

数学变分分析线性互补问题仿射变分不等式优化理论