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On proto-differentiability of generalized perturbation maps
Authors:GM Lee  NQ Huy
Institution:a Department of Applied Mathematics, Pukyong National University, Pusan, Republic of Korea
b Department of Mathematics, Hanoi Pedagogical University No. 2, Xuan Hoa, Phuc Yen, Vinh Phuc, Viet Nam
Abstract:This paper is devoted to the sensitivity analysis in optimization problems and variational inequalities. The concept of proto-differentiability of set-valued maps (see R.T. Rockafellar, Proto-differentiability of set-valued mappings and its applications in optimization, Ann. Inst. H. Poincaré Anal. Non Linéaire 6 (1989) 449-482]) plays the key role in our investigation. It is proved that, under some suitable qualification conditions, the generalized perturbation maps (that is, the solution set map to a parameterized constraint system, to a parameterized variational inequality, or to a parameterized optimization problem) are proto-differentiable.
Keywords:Optimization  Variational inequality  Multifunction  Perturbation map  Proto-differentiability
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