Variational stability and marginal functions via generalized differentiation

Variational stability and marginal functions via generalized differentiation

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Article ID: iaor20061351
Country: United States
Volume: 30
Issue: 4
Start Page Number: 800
End Page Number: 816
Publication Date: Nov 2005
Journal: Mathematics of Operations Research
Authors: ,
Abstract:

Robust Lipschitzian properties of set-valued mappings and marginal functions play a crucial role in many aspects of variational analysis and its applications, especially for issues related to variational stability and optimization. We develop an approach to variational stability based on generalized differentiation. The principal achievements of this paper include new results on coderivative calculus for set-valued mappings and singular subdifferentials of marginal functions in infinite dimensions with their extended applications to Lipschitzian stability. In this way we derive efficient conditions ensuring the preservation of Lipschitzian and related properties for set-valued mappings under various operations, with the exact bound/modulus estimates, as well as new sufficient conditions for the Lipschitz continuity of marginal functions.

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