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Implicit function theorems for generalized equations
Authors:Asen L Dontchev
Institution:(1) Mathematical Reviews, 416 Fourth Street, P.O. Box 8604, 48107-8604 Ann Arbor, MI, USA
Abstract:We show that Lipschitz and differentiability properties of a solution to a parameterized generalized equation 0 isinf(x, y) + F(x), wheref is a function andF is a set-valued map acting in Banach spaces, are determined by the corresponding Lipschitz and differentiability properties of a solution toz isin g(x) + F(x), whereg strongly approximatesf in the sense of Robinson. In particular, the inverse map (f + F)–1 has a local selection which is Lipschitz continuous nearx 0 and Fréchet (Gateaux, Bouligand, directionally) differentiable atx 0 if and only if the linearization inverse (f (x 0) +nabla f (x0) (× – x0) + F(×))–1 has the same properties. As an application, we study directional differentiability of a solution to a variational inequality.This work was supported by National Science Foundation Grant Number DMS 9404431.
Keywords:Generalized equations  Implicit function theorems  Sensitivity  Variational inequality
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