Piecewise smoothness, local invertibility, and parametric analysis of normal, maps

被引:87
作者
Pang, JS [1 ]
Ralph, D [1 ]
机构
[1] UNIV MELBOURNE, DEPT MATH, PARKVILLE, VIC 3052, AUSTRALIA
关键词
Euclidean projection; directional differentiability; B-derivative; Lipschitzian homeomorphism; parametric analysis; piecewise smooth functions; degree theory;
D O I
10.1287/moor.21.2.401
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
This paper is concerned with properties of the Euclidean projection map onto a convex set defined by finitely many smooth, convex inequalities and affine equalities. Under a constant rank constraint qualification, we show that the projection map is piecewise smooth (PC1) hence B(ouligand)-differentiable, or directionally differentiable; and a relatively simple formula is given for the B-derivative. These properties of the projection map are used to obtain inverse and implicit function theorems for associated normal maps, using a new characterization of invertibility of a PC1 function in terms of its B-derivative. An extension of the implicit function theorem which does not require local uniqueness is also presented. Degree theory plays a major role in the analysis of both the locally unique case and its extension.
引用
收藏
页码:401 / 426
页数:26
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