ON THE LIPSCHITZIAN PROPERTIES OF POLYHEDRAL MULTIFUNCTIONS

Citation
Ms. Gowda et R. Sznajder, ON THE LIPSCHITZIAN PROPERTIES OF POLYHEDRAL MULTIFUNCTIONS, Mathematical programming, 74(3), 1996, pp. 267-278
Citations number
23
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
ISSN journal
00255610
Volume
74
Issue
3
Year of publication
1996
Pages
267 - 278
Database
ISI
SICI code
0025-5610(1996)74:3<267:OTLPOP>2.0.ZU;2-F
Abstract
In this paper, we show that for a polyhedral multifunction F: R(n) --> R(m) with convex range, the inverse function F-1 is locally lower Lip schitzian at every point of the range of F (equivalently Lipschitzian on the range of Fl if and only if the function F is open. As a consequ ence, we show that for a piecewise affine function f: R(n) --> R(n), f is surjective and f(-1) is Lipschitzian if and only if f is coherentl y oriented. An application, via Robinson's normal map formulation, lea ds to the following result in the context of affine variational inequa lities: the solution mapping (as a function of the data vector) is non empty-valued and Lipschitzian on the entire space if and only if the s olution mapping is single-valued, This extends a recent result of Murt hy, Parthasarathy and Sabatini, proved in the setting of linear comple mentarity problems.