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On Computation of Generalized Derivatives of the Normal-Cone Mapping and Their Applications

Helmut Gfrerer, Jiří V. Outrata

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Source: Crossref

Published: Nov 1, 2016

DOI: 10.1287/moor.2016.0789

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Source abstract

The paper concerns the computation of the graphical derivative and the regular (Fréchet) coderivative of the normal-cone mapping related to C 2 inequality constraints under very weak qualification conditions. This enables us to provide the graphical derivative and the regular coderivative of the solution map to a class of parameterized generalized equations with the constraint set of the investigated type. On the basis of these results, we finally obtain a characterization of the isolated calmness property of the mentioned solution map and derive strong stationarity conditions for an MPEC with control constraints.

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On Computation of Generalized Derivatives of the Normal-Cone Mapping and Their Applications — Mathematical Frontier Network