PIECEWISE SMOOTHNESS, LOCAL INVERTIBILITY, AND PARAMETRIC ANALYSIS OFNORMAL, MAPS

Authors
Citation
Js. Pang et D. Ralph, PIECEWISE SMOOTHNESS, LOCAL INVERTIBILITY, AND PARAMETRIC ANALYSIS OFNORMAL, MAPS, Mathematics of operations research, 21(2), 1996, pp. 401-426
Citations number
45
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
ISSN journal
0364765X
Volume
21
Issue
2
Year of publication
1996
Pages
401 - 426
Database
ISI
SICI code
0364-765X(1996)21:2<401:PSLIAP>2.0.ZU;2-W
Abstract
This paper is concerned with properties of the Euclidean projection ma p onto a convex set defined by finitely many smooth, convex inequaliti es and affine equalities. Under a constant rank constraint qualificati on, we show that the projection map is piecewise smooth (PC1) hence B( ouligand)-differentiable, or directionally differentiable; and a relat ively simple formula is given for the B-derivative. These properties o f the projection map are used to obtain inverse and implicit function theorems for associated normal maps, using a new characterization of i nvertibility of a PC1 function in terms of its B-derivative. An extens ion of the implicit function theorem which does not require local uniq ueness is also presented. Degree theory plays a major role in the anal ysis of both the locally unique case and its extension.