Article ID: | iaor20041214 |
Country: | United States |
Volume: | 21 |
Issue: | 2 |
Start Page Number: | 401 |
End Page Number: | 426 |
Publication Date: | May 1996 |
Journal: | Mathematics of Operations Research |
Authors: | Ralph D., Pang J.S. |
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 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 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.