Variational Stability and Marginal Functions via Generalized Differentiation
Boris S. Mordukhovich,
Nguyen Mau Nam
Department of Mathematics, Wayne State University, Detroit, Michigan 48202
Department of Mathematics, Wayne State University, Detroit, Michigan 48202
boris{at}math.wayne.edu
nam{at}math.wayne.edu
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.
Key Words: optimization and variational analysis; robust stability and sensitivity; marginal and value functions; generalized differentiation
History: Received: November 28, 2004;
revision received: February 2, 2005;
Copyright © 2005 by INFORMS.