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.     

Robinson metric regularity of parametric variational systems

In this paper, the Robinson metric regularity of a parametric variational system is investigated. Some applications to the contingent derivative of parametric variational system and to the Robinson metric regularity of a parametric vector optimization problem are then studied.     

Lipschitzian stability of parametric variational inequalities over perturbed polyhedral convex sets

In this paper we investigate the Lipschitz-like property of the solution mapping of parametric variational inequalities over perturbed polyhedral convex sets. By establishing some lower and upper estimates for the coderivatives of the solution mapping, among other things, we prove that the solution mapping could not be Lipschitz-like around points where the positive linear independence condition is invalid. Our analysis is based heavily on the Mordukhovich criterion (Mordukhovich in Variational Analysis and Generalized Differentiation. vol. I: Basic Theory, vol. II: Applications. Springer, Berlin, 2006) of the Lipschitz-like property for set-valued mappings between Banach spaces and recent advances in variational analysis. The obtained result complements the corresponding ones of Nam (Nonlinear Anal 73:2271–2282, 2010) and Qui (Nonlinear Anal 74:1674–1689, 2011).     

Coderivatives of normal cone mappings and Lipschitzian stability of parametric variational inequalities

In this paper, we provide a comprehensive study of coderivative formulas for normal cone mappings. This allows us to derive necessary and sufficient conditions for the Lipschitzian stability of parametric variational inequalities in reflexive Banach spaces. Our development not only gives an answer to the open questions raised in Yao and Yen (2009) [11], but also establishes generalizations and complements of the results given in Henrion et al. (2010) [4] and Yao and Yen (2009) [11] and [12].     

Lipschitzian stability of parametric variational inequalities over generalized polyhedra in Banach spaces

This paper concerns the study of solution maps to parameterized variational inequalities over generalized polyhedra in reflexive Banach spaces. It has been recognized that generalized polyhedral sets are significantly different from the usual convex polyhedra in infinite dimensions and play an important role in various applications to optimization, particularly to generalized linear programming. Our main goal is to fully characterize robust Lipschitzian stability of the aforementioned solution maps entirely via their initial data. This is done on the basis of the coderivative criterion in variational analysis via efficient calculations of the coderivative and related objects for the systems under consideration. The case of generalized polyhedra is essentially more involved in comparison with usual convex polyhedral sets and requires developing elaborated techniques and new proofs of variational analysis.     

Metric regularity of semi-infinite constraint systems

We obtain a formula for the modulus of metric regularity of a mapping defined by a semi-infinite system of equalities and inequalities. Based on this formula, we prove a theorem of Eckart-Young type for such set-valued infinite-dimensional mappings: given a metrically regular mapping F of this kind, the infimum of the norm of a linear function g such that F+g is not metrically regular is equal to the reciprocal to the modulus of regularity of F. The Lyusternik-Graves theorem gives a straightforward extension of these results to nonlinear systems. We also discuss the distance to infeasibility for homogeneous semi-infinite linear inequality systems. Dedicated to R. T. Rockafellar on his 70th Birthday Research partially supported by grants BFM2002-04114-C02 (01-02) from MCYT (Spain) and FEDER (E.U.), GV04B-648 and GRUPOS04/79 from Generalitat Valenciana (Spain), and Bancaja-UMH (Spain).     

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.     

Differentiability and regularity of Lipschitzian mappings

We introduce new differentiability properties of functions between Banach spaces and establish their relationships with graphical regularity of Lipschitzian single-valued and set-valued mappings. The proofs are based on advanced tools of nonsmooth variational analysis including new results on coderivative scalarization and normal cone calculus.

     

Analysis and asymptotic stability of uniformly Lipschitzian nonlinear semigroup systems

In this paper, we shall study the asymptotic stability analysis of a special kind of semigroup on D × D, namely, the uniformly Lipschitzian semigroups.     

A note on Lipschitzian stability of variational inequalities over perturbed polyhedral convex sets

In the previous paper (Optim lett 6:749–762, 2012), under some technical assumptions, we proved that the solution mapping of variational inequalities over perturbed polyhedral convex sets is not Lipschitz-like around points at which the positively linear dependence of the active vectors defining the constraint set is valid. This note shows that the result holds without such assumptions. In addition, for more deeply understanding the results on the Lipschitz-like stability, some examples have been presented.     

Metric regularity and quantitative stability in stochastic programs with probabilistic constraints

Received January 24, 1996 / Revised version received December 24, 1997 Published online October 21, 1998     

Coderivative calculus and metric regularity for constraint and variational systems

This paper provides new developments in generalized differentiation theory of variational analysis with their applications to metric regularity of parameterized constraint and variational systems in finite-dimensional and infinite-dimensional spaces. Our approach to the study of metric regularity for these two major classes of parametric systems is based on appropriate coderivative constructions for set-valued mappings and on extended calculus rules supporting their computation and estimation. The main attention is paid in this paper to the so-called reversed mixed coderivative, which is of crucial importance for efficient pointwise characterizations of metric regularity in the general framework of set-valued mappings between infinite-dimensional spaces. We develop new calculus results for the latter coderivative that allow us to compute it for large classes of parametric constraint and variational systems. On this basis we derive verifiable sufficient conditions, necessary conditions as well as complete characterizations for metric regularity of such systems with computing the corresponding exact bounds of metric regularity constants/moduli. This approach allows us to reveal general settings in which metric regularity fails for major classes of parametric variational systems. Furthermore, the developed coderivative calculus leads us also to establishing new formulas for computing the radius of metric regularity for constraint and variational systems, which characterize the maximal region of preserving metric regularity under linear (and other types of) perturbations and are closely related to conditioning aspects of optimization.     

On stability of solutions to parametric generalized affine variational inequalities

This paper deals with the stability of the solution set to parametric generalized affine variational inequalities with constraint set being defined by finitely many convex quadratic functions. The obtained results develop and complement the published ones.     

On the regularity and stability of Pritchard-Salamon systems

Let Σ(S(⋅),B,−) be a Pritchard-Salamon system for (W,V), where W and V are Hilbert spaces. Suppose U is a Hilbert space and F∈L(W,U) is an admissible output operator, SBF(⋅) is the corresponding admissible perturbation C₀-semigroup. We show that the C₀-semigroup SBF(⋅) persists norm continuity, compactness and analyticity of C₀-semigroup S(⋅) on W and V, respectively. We also characterize the compactness and norm continuity of ΔBF(t)=SBF(t)−S(t) for t>0. In particular, we unexpectedly find that ΔBF(t) is norm continuous for t>0 on W and V if the embedding from W into V is compact. Moreover, from this we give some relations between the spectral bounds and growth bounds of SBF(⋅) and S(⋅), so we obtain some new stability results.     

On parametric vector optimization via metric regularity of constraint systems

Some metric and graphical regularity properties of generalized constraint systems are investigated. Then, these properties are applied in order to penalize (in the sense of Clarke) various scalar and vector optimization problems. This method allows us to present several necessary optimality conditions in solid constrained vector optimization.     

Metric regularity of composition set-valued mappings: Metric setting and coderivative conditions

The paper concerns a new method to obtain a proof of the openness at linear rate/metric regularity of composite set-valued maps on metric spaces by the unification and refinement of several methods developed somehow separately in several works of the authors. In fact, this work is a synthesis and a precise specialization to a general situation of some techniques explored in the last years in the literature. In turn, these techniques are based on several important concepts (like error bounds, lower semicontinuous envelope of a set-valued map, local composition stability of multifunctions) and allow us to obtain two new proofs of a recent result having deep roots in the topic of regularity of mappings. Moreover, we make clear the idea that it is possible to use (co)derivative conditions as tools of proof for openness results in very general situations.     

A parametric variational principle and residuality

We prove a parametric version of a smooth convex variational principle with constraints using a Baire category approach. We examine in depth the necessity of the assumptions of our variational principle by providing counterexamples.     

Lipschitzian stability of fully parameterized generalized equations

This paper concerns the study of Lipschitzian stability of fully parameterized generalized equations in which both single-valued and set-valued functions depend on parameters. Various relationships between the Lipschitz-like and metric regularity properties of the solution mapping, the base mapping, or field mapping in the fully perturbed generalized equations are established by using the Dontchev–Hager Fixed Point Theorem. The implicit mapping theorem for metric regularity is also extended to fully parameterized generalized equations.