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Sensitivity analysis for nonsmooth generalized equations

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Abstract

Results pertaining to Lipschitzian and directional differentiability properties for solutions to generalized equations under very general perturbations are obtained with the aid of new differentiation concepts for multivalued maps.

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Author information

Authors and Affiliations

  1. IBM Research Division, Thomas J. Watson Research Center, 10598, Yorktown Heights, NY, USA

    Alan J. King

  2. Department of Mathematics, University of Washington, 98195, Seattle, WA, USA

    R. Tyrrell Rockafellar

Authors
  1. Alan J. King
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  2. R. Tyrrell Rockafellar
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Additional information

Research supported in part by grants from the Air Force Office of Scientific Research and the National Science Foundation.

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King, A.J., Rockafellar, R.T. Sensitivity analysis for nonsmooth generalized equations. Mathematical Programming 55, 193–212 (1992). https://doi.org/10.1007/BF01581199

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  • DOI: https://doi.org/10.1007/BF01581199

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