Contingent derivatives of implicit (multi-) functions and stationary points

Contingent derivatives of implicit (multi-) functions and stationary points

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Article ID: iaor20021388
Country: Netherlands
Volume: 101
Issue: 1
Start Page Number: 313
End Page Number: 331
Publication Date: Jan 2001
Journal: Annals of Operations Research
Authors: ,
Abstract:

For an implicit multifunction Φ(p) defined by the generally nonsmooth equation F(x, p) = 0, contingent derivative formulas are derived, being similar to the formula Φ′ = −Fx−1Fp in the standard implicit function theorem for smooth F and Φ. This will be applied to the projection X(p) = {x | ∃y: (x, y) ∈ Φ(p)} of the solution set Φ(p) of the system F(x, y, p) = 0 onto the x-space. In particular settings, X(p) may be interpreted as stationary solution sets. We discuss in detail the situation in which X(p) arises from the Karush–Kuhn–Tucker system of a nonlinear program.

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