On the Lipschitzian properties of polyhedral multifunctions

In this paper, we show that for a polyhedral multifunctionF:R ⁿ →R ^m with convex range, the inverse functionF ⁻¹ is locally lower Lipschitzian at every point of the range ofF (equivalently Lipschitzian on the range ofF) if and only if the functionF is open. As a consequence, we show that for a piecewise affine functionf:R ⁿ →R ⁿ ,f is surjective andf ⁻¹ is Lipschitzian if and only iff is coherently oriented. An application, via Robinson's normal map formulation, leads to the following result in the context of affine variational inequalities: the solution mapping (as a function of the data vector) is nonempty-valued and Lipschitzian on the entire space if and only if the solution mapping is single-valued. This extends a recent result of Murthy, Parthasarathy and Sabatini, proved in the setting of linear complementarity problems. Research supported by the National Science Foundation Grant CCR-9307685.