Regularity and Conditioning of Solution Mappings in Variational Analysis

Concepts of conditioning have long been important in numerical work on solving systems of equations, but in recent years attempts have been made to extend them to feasibility conditions, optimality conditions, complementarity conditions and variational inequalities, all of which can be posed as solving ‘generalized equations’ for set-valued mappings. Here, the conditioning of such generalized equations is systematically organized around four key notions: metric regularity, subregularity, strong regularity and strong subregularity. Various properties and characterizations already known for metric regularity itself are extended to strong regularity and strong subregularity, but metric subregularity, although widely considered, is shown to be too fragile to support stability results such as a radius of good behavior modeled on the Eckart–Young theorem.     

Local convergence of quasi-Newton methods under metric regularity

We consider quasi-Newton methods for generalized equations in Banach spaces under metric regularity and give a sufficient condition for q-linear convergence. Then we show that the well-known Broyden update satisfies this sufficient condition in Hilbert spaces. We also establish various modes of q-superlinear convergence of the Broyden update under strong metric subregularity, metric regularity and strong metric regularity. In particular, we show that the Broyden update applied to a generalized equation in Hilbert spaces satisfies the Dennis–Moré condition for q-superlinear convergence. Simple numerical examples illustrate the results.     

Metric Regularity of the Sum of Multifunctions and Applications

The metric regularity of multifunctions plays a crucial role in modern variational analysis and optimization. This property is a key to study the stability of solutions of generalized equations. Many practical problems lead to generalized equations associated to the sum of multifunctions. This paper is devoted to study the metric regularity of the sum of multifunctions. As the sum of closed multifunctions is not necessarily closed, almost all known results in the literature on the metric regularity for one multifunction (which is assumed usually to be closed) fail to imply regularity properties of the sum of multifunctions. To avoid this difficulty, we use an approach based on the metric regularity of so-called epigraphical multifunctions and the theory of error bounds to study the metric regularity of the sum of two multifunctions, as well as some related important properties of variational systems. Firstly, we establish the metric regularity of the sum of a regular multifunction and a pseudo-Lipschitz multifunction with a suitable Lipschitz modulus. These results subsume some recent results by Durea and Strugariu. Secondly, we derive coderivative characterizations of the metric regularity of epigraphical multifunctions associated with the sum of multifunctions. Applications to the study of the behavior of solutions of variational systems are reported.     

Metric regularity of a positive order for generalized equations

This paper focuses on the metric regularity of a positive order for generalized equations. More concretely, we establish verifiable sufficient conditions for a generalized equation to achieve the metric regularity of a positive order at its a given solution. The provided conditions are expressed in terms of the Fréchet coderivative/or the Mordukhovich coderivative/or the Clarke one of the corresponding multifunction formulated the generalized equation. In addition, we show that such sufficient conditions turn out to be also necessary for the metric regularity of a positive order of the generalized equation in the case where the multifunction established the generalized equation is closed and convex.     

Strong metric subregularity of mappings in variational analysis and optimization

Although the property of strong metric subregularity of set-valued mappings has been present in the literature under various names and with various (equivalent) definitions for more than two decades, it has attracted much less attention than its older “siblings”, the metric regularity and the strong (metric) regularity. The purpose of this paper is to show that the strong metric subregularity shares the main features of these two most popular regularity properties and is not less instrumental in applications. We show that the strong metric subregularity of a mapping F acting between metric spaces is stable under perturbations of the form $f+F$, where f is a function with a small calmness constant. This result is parallel to the Lyusternik–Graves theorem for metric regularity and to the Robinson theorem for strong regularity, where the perturbations are represented by a function f with a small Lipschitz constant. Then we study perturbation stability of the same kind for mappings acting between Banach spaces, where f is not necessarily differentiable but admits a set-valued derivative-like approximation. Strong metric q-subregularity is also considered, where q is a positive real constant appearing as exponent in the definition. Rockafellar's criterion for strong metric subregularity involving injectivity of the graphical derivative is extended to mappings acting in infinite-dimensional spaces. A sufficient condition for strong metric subregularity is established in terms of surjectivity of the Fréchet coderivative, and it is shown by a counterexample that surjectivity of the limiting coderivative is not a sufficient condition for this property, in general. Then various versions of Newton's method for solving generalized equations are considered including inexact and semismooth methods, for which superlinear convergence is shown under strong metric subregularity. As applications to optimization, a characterization of the strong metric subregularity of the KKT mapping is obtained, as well as a radius theorem for the optimality mapping of a nonlinear programming problem. Finally, an error estimate is derived for a discrete approximation in optimal control under strong metric subregularity of the mapping involved in the Pontryagin principle.     

Banach空间集值映射的度量正则性与变分方程的Lipschitz稳定性

综述了集值映射的某些概念,例如度量正则性、伪Lipschitz性质(Aubin性质)、度量次正则性和Calm性质和这些概念的相互关系以及某些判据.也给出了他们在变分方程解的鲁棒Lipschitz稳定性、约束优化问题的最优性条件、集合族的线性正则性质和广义方程迭代过程的收敛性.     

Metric Subregularity in Generalized Equations

In this article, we study the metric subregularity of generalized equations using a new tool of nonsmooth analysis. We obtain a sufficient condition for a generalized equation to be metrically subregular, which is not a necessary condition for metric regularity, using a subtle adjustment of the Mordukhovich coderivative. We apply these results to the study of the metric subregularity in a Cournot duopoly game.     

Metric regularity and systems of generalized equations

The paper is devoted to a revision of the metric regularity property for mappings between metric or Banach spaces. Some new concepts are introduced: uniform metric regularity and metric multi-regularity for mappings into product spaces, when each component is perturbed independently. Regularity criteria are established based on a nonlocal version of Lyusternik-Graves theorem due to Milyutin. The criteria are applied to systems of generalized equations producing some “error bound” type estimates.     

Enhanced metric regularity and Lipschitzian properties of variational systems

This paper mainly concerns the study of a large class of variational systems governed by parametric generalized equations, which encompass variational and hemivariational inequalities, complementarity problems, first-order optimality conditions, and other optimization-related models important for optimization theory and applications. An efficient approach to these issues has been developed in our preceding work (Aragón Artacho and Mordukhovich in Nonlinear Anal 72:1149–1170, 2010) establishing qualitative and quantitative relationships between conventional metric regularity/subregularity and Lipschitzian/calmness properties in the framework of parametric generalized equations in arbitrary Banach spaces. This paper provides, on one hand, significant extensions of the major results in op.cit. to partial metric regularity and to the new hemiregularity property. On the other hand, we establish enhanced relationships between certain strong counterparts of metric regularity/hemiregularity and single-valued Lipschitzian localizations. The results obtained are new in both finite-dimensional and infinite-dimensional settings.     

On Metric Pseudo-(sub)Regularity of Multifunctions and Optimality Conditions for Degenerated Mathematical Programs

This paper is devoted to the analysis of a special kind of regularity of a multifunction which we call metric pseudo-(sub)regularity, when the multifunction is not metrically (sub)regular at a given point but is metrically (sub)regular at certain points in a neighborhood with moduli possibly tending to infinity with a certain order. By using advanced techniques of generalized differentiation we derive conditions both necessary and sufficient for this property. As a byproduct we obtain a new sufficient condition for metric subregularity. Then we apply these results to multifunctions composed by a smooth mapping and a generalized polyhedral multifunction and obtain explicit formulas for this case. Finally we show how the theory can be used to obtain necessary optimality conditions when the constraint qualification condition of metric (sub)regularity is violated.     

Existence and continuity of solution trajectories of generalized equations with application in electronics

We consider a special form of parametric generalized equations arising from electronic circuits with AC sources and study the effect of perturbing the input signal on solution trajectories. Using methods of variational analysis and strong metric regularity property of an auxiliary map, we are able to prove the regularity properties of the solution trajectories inherited by the input signal. Furthermore, we establish the existence of continuous solution trajectories for the perturbed problem. This can be achieved via a result of uniform strong metric regularity for the auxiliary map.     

On Directional Metric Regularity, Subregularity and Optimality Conditions for Nonsmooth Mathematical Programs

This paper mainly deals with the study of directional versions of metric regularity and metric subregularity for general set-valued mappings between infinite-dimensional spaces. Using advanced techniques of variational analysis and generalized differentiation, we derive necessary and sufficient conditions, which extend even the known results for the conventional metric regularity. Finally, these results are applied to non-smooth optimization problems. We show that that at a locally optimal solution M-stationarity conditions are fulfilled if the constraint mapping is subregular with respect to one critical direction and that for every critical direction a M-stationarity condition, possibly with different multipliers, is fulfilled.     

Coderivative Analysis of Variational Systems

The paper mostly concerns applications of the generalized differentiation theory in variational analysis to Lipschitzian stability and metric regularity of variational systems in infinite-dimensional spaces. The main tools of our analysis involve coderivatives of set-valued mappings that turn out to be proper extensions of the adjoint derivative operator to nonsmooth and set-valued mappings. The involved coderivatives allow us to give complete dual characterizations of certain fundamental properties in variational analysis and optimization related to Lipschitzian stability and metric regularity. Based on these characterizations and extended coderivative calculus, we obtain efficient conditions for Lipschitzian stability of variational systems governed by parametric generalized equations and their specifications.     

Newton’s method for generalized equations: a sequential implicit function theorem

In an extension of Newton’s method to generalized equations, we carry further the implicit function theorem paradigm and place it in the framework of a mapping acting from the parameter and the starting point to the set of all associated sequences of Newton’s iterates as elements of a sequence space. An inverse function version of this result shows that the strong regularity of the mapping associated with the Newton sequences is equivalent to the strong regularity of the generalized equation mapping.     

Metric regularity and Lipschitzian stability of parametric variational systems

The paper concerns the study of variational systems described by parameterized generalized equations/variational conditions important for many aspects of nonlinear analysis, optimization, and their applications. Focusing on the fundamental properties of metric regularity and Lipschitzian stability, we establish various qualitative and quantitative relationships between these properties for multivalued parts/fields of parametric generalized equations and the corresponding solution maps for them in the framework of arbitrary Banach spaces of decision and parameter variables.     

Generalized contraction mapping principle and differential equations in probabilistic metric spaces

A new generalized contraction mapping principle in probabilistic metric spaces is obtained. As an application, we utilize this principle to prove the existence theorems of solutions to differential equations in probabilistic metric spaces. All the results presented in this paper are new.

     

Boussinesq方程解的部分正则性

本文考虑Boussinesq方程一类合适弱解的部分正则性.我们先运用广义能量不等式和奇异积分理论得到一些无维量的估计;再通过合适弱解满足的等式,运用迭代技巧,推导出温度场的小性估计;最后由尺度分析(scaling arguments)得到了一类合适弱解的部分正则性.     

广义度量S-KKM映射的性质及其对鞍点问题的应用

引入了S为集盥映射情况下的广义度量S-KKM映射和超S-γ-广义拟凸（凹）函数,建立了广义度量S-KKM映射原理和广义度量S-KKM映射与超S-γ-广义拟凸（凹）函数的关系．作为应用,获得了超凸度量空间中的新的Ky Fan极大极小不等式和鞍点定理．     

Monotone generalized contractions in partially ordered probabilistic metric spaces

In this paper, a concept of monotone generalized contraction in partially ordered probabilistic metric spaces is introduced and some fixed and common fixed point theorems are proved. Presented theorems extend the results in partially ordered metric spaces of Nieto and Rodriguez-Lopez [Contractive mapping theorems in partially ordered sets and applications to ordinary differential equations, Order 22 (2005) 223-239; Existence and uniqueness of fixed point in partially ordered sets and applications to ordinary differential equations, Acta Math. Sin. (Engl. Ser.) 23 (2007) 2205-2212], Ran and Reurings [A fixed point theorem in partially ordered sets and some applications to matrix equations, Proc. Amer. Math. Soc. 132 (2004) 1435-1443] to a more general class of contractive type mappings in partially ordered probabilistic metric spaces and include several recent developments.     

Metrically Regular Vector Field and Iterative Processes for Generalized Equations in Hadamard Manifolds

This paper is focused on the problem of finding a singularity of the sum of two vector fields defined on a Hadamard manifold, or more precisely, the study of a generalized equation in a Riemannian setting. We extend the concept of metric regularity to the Riemannian setting and investigate its relationship with the generalized equation in this new context. In particular, a version of Graves’s theorem is presented and we also define some concepts related to metric regularity, including the Aubin property and the strong metric regularity of set-valued vector fields. A conceptual method for finding a singularity of the sum of two vector fields is also considered. This method has as particular instances: the proximal point method, Newton’s method, and Zincenko’s method on Hadamard manifolds. Under the assumption of metric regularity at the singularity, we establish that the methods are well defined in a suitable neighborhood of the singularity. Moreover, we also show that each sequence generated by these methods converges to this singularity at a superlinear rate.