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

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

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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: ,
Abstract:

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.

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