Generalized Differentiation with Positively Homogeneous Maps: Applications in Set-Valued Analysis and Metric Regularity
We propose a new concept of generalized differentiation of set-valued maps that captures first-order information. This concept encompasses the standard notions of Fréchet differentiability, strict differentiability, calmness and Lipschitz continuity in single-valued maps, and the Aubin property and...
Gespeichert in:
Veröffentlicht in: | Mathematics of operations research 2011-08, Vol.36 (3), p.377-397 |
---|---|
1. Verfasser: | |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | We propose a new concept of generalized differentiation of set-valued maps that captures first-order information. This concept encompasses the standard notions of Fréchet differentiability, strict differentiability, calmness and Lipschitz continuity in single-valued maps, and the Aubin property and Lipschitz continuity in set-valued maps. We present calculus rules, sharpen the relationship between the Aubin property and coderivatives, and study how metric regularity and open covering can be refined to have a directional property similar to our concept of generalized differentiation. Finally, we discuss the relationship between the robust form of generalized differentiation and its one-sided counterpart. |
---|---|
ISSN: | 0364-765X 1526-5471 |
DOI: | 10.1287/moor.1110.0497 |