Contingent derivatives of implicit (multi-) functions and stationary points

Citation
D. Klatte et B. Kummer, Contingent derivatives of implicit (multi-) functions and stationary points, ANN OPER R, 101, 2001, pp. 313-331
Citations number
28
Categorie Soggetti
Engineering Mathematics
Journal title
ANNALS OF OPERATIONS RESEARCH
ISSN journal
02545330 → ACNP
Volume
101
Year of publication
2001
Pages
313 - 331
Database
ISI
SICI code
0254-5330(2001)101:<313:CDOI(F>2.0.ZU;2-5
Abstract
For an implicit multifunction Phi (p) defined by the generally nonsmooth eq uation F(x, p) = 0, contingent derivative formulas are derived, being simil ar to the formula Phi' = -F-x(-1) F-p in the standard implicit function the orem for smooth F and Phi. This will be applied to the projection X (p) = { x \ There Existsy: (x, y) is an element of Phi (p)} of the solution set Phi (p) of the system F(x, y, p) = 0 onto the x-space. In particular settings, X (p) may be interpreted as stationary solution sets. We discuss in detail the situation in which X(p) arises from the Karush-Kuhn-Tucker system of a nonlinear program.