Error bounds for 2-regular mappings with Lipschitzian derivatives and their applications

Error bounds for 2-regular mappings with Lipschitzian derivatives and their applications

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Article ID: iaor2002417
Country: Germany
Volume: 89
Issue: 3
Start Page Number: 413
End Page Number: 435
Publication Date: Jan 2001
Journal: Mathematical Programming
Authors: ,
Abstract:

We obtain local estimates of the distance to a set defined by equality constraints under assumptions which are weaker than those previously used in the literature. Specifically, we assume that the constraints mapping has a Lipschitzian derivative, and satisfies a certain 2-regularity condition at the point under consideration. This setting directly subsumes the classical regular case and the two differentiable 2-regular case, for which error bounds are known, but it is significantly richer than either of these two cases. When applied to a certain equation-based reformulation of the nonlinear complementarity problem, our results yield an error bound under an assumption more general than b-regularity. The latter appears to be the weakest assumption under which a local error bound for complementarity problems was previously available. We also discuss an application of our results to the convergence rate analysis of the exterior penalty method for solving irregular problems.

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