Implicit functions and sensitivity of stationary points

Implicit functions and sensitivity of stationary points

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Article ID: iaor19921169
Country: Netherlands
Volume: 49
Issue: 1
Start Page Number: 123
End Page Number: 138
Publication Date: Nov 1990
Journal: Mathematical Programming
Authors: , ,
Keywords: stationary points
Abstract:

The authors consider the space L(D) consisting of Lipschitz continuous mappings from D to the Euclidean n-space n, D being an open bounded subset of n. Let F belong to L(D) and suppose that nx solves the equation F(x)=0. In case that the generalized Jacobian of F at nx is nonsingular (in the sense of Clarke), the authors show that for G near F (with respect to a natural norm) the system G(x)=0 has a unique solution, say x(G), in a neighborhood of nx. Moreover, the mapping which sends G to x(G) is shown to be Lipschitz continuous. The latter result is connected with the sensitivity of strongly stable stationary points in the sense of Kojima; here, the linear independence constraint qualification is assumed to be satisfied.

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