A further result on an implicit function theorem for locally Lipschitz functions

A further result on an implicit function theorem for locally Lipschitz functions

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Article ID: iaor20021973
Country: Netherlands
Volume: 28
Issue: 4
Start Page Number: 193
End Page Number: 198
Publication Date: May 2001
Journal: Operations Research Letters
Authors:
Abstract:

Let H : ℜm × ℜn → ℜn be a locally Lipschitz function in a neighborhood of (&ymacr;,&xmacr;) and H(&ymacr;,&xmacr;) = 0 for some &ymacr; ∈ ℜm and &xmacr; ∈ ℜn. The implicit function theorem in the sense of Clarke says that if πx∂H(&ymacr;,&xmacr;) is of maximal rank, then there exists a neighborhood Y of &ymacr; and a Lipschitz function G(·) : Y → ℜn such that G(&ymacr;) = &xmacr; and for every y in Y, H(y,G(y)) = 0. In this paper, we shall further show that if H has a superlinear (quadratic) approximate property at (&ymacr;,&xmacr;), then G has a superlinear (quadratic) approximate property at &ymacr;. This result is useful in designing Newton's methods for nonsmooth equations.

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