Lipschitzian multifunctions and a Lipschtzian inverse mapping theorem

Authors
Citation
Ab. Levy, Lipschitzian multifunctions and a Lipschtzian inverse mapping theorem, MATH OPER R, 26(1), 2001, pp. 105-118
Citations number
18
Categorie Soggetti
Mathematics
Journal title
MATHEMATICS OF OPERATIONS RESEARCH
ISSN journal
0364765X → ACNP
Volume
26
Issue
1
Year of publication
2001
Pages
105 - 118
Database
ISI
SICI code
0364-765X(200102)26:1<105:LMAALI>2.0.ZU;2-R
Abstract
We introduce a new class of multifunctions whose graphs under certain "kern el inverting" matrices, are locally equal to the graphs of Lipschitzian (si ngle-valued) mappings. We characterize the existence of Lipschitzian locali zations of these multifunctions in terms of a natural condition on a genera lized Jacobian mapping. One corollary to our main result is a Lipschitzian inverse map ping theorem for the broad class of "max hypomonotone" multifun ctions. We apply our theoretical results to the sensitivity analysis of sol ution mappings associated with parameterized optimization problems. In part icular, we obtain new characterizations of the Lipschitzian stability of st ationary points and Karush-Kuhn-Tucker pairs associated with parameterized nonlinear programs.