Skip to main content
Log in

Calculus Rules for Derivatives of Multimaps

  • Published:
Set-Valued and Variational Analysis Aims and scope Submit manuscript

Abstract

In this paper, by virtue of two intermediate derivative-like multifunctions, which depend on an element in the intermediate space, some exact calculus rules are obtained for calculating the derivatives of the composition of two set-valued maps. Similar rules are displayed for sums. Moreover, by using these calculus rules, the solution map of a parametrized variational inequality and the variations of the feasible set of a parametrized mathematical programming problem are studied.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Ahmaroq, T., Thibault, L.: On proto-differentiability and strict proto-differentiability of multifunctions of feasible points in perturbed optimization problems. Numer. Funct. Anal. Optim. 16, 1293–1307 (1995)

    Article  MathSciNet  Google Scholar 

  2. Bouligand, G.: Introduction à la gémétrie infinitésimale directe. Gauthier-Villars, Paris (1932)

    Google Scholar 

  3. Henrion, R., Jourani, A., Outrata, J.: On the calmness of a class of multifunctions. SIAM J. Optim. 13(2), 603–618 (2002)

    Article  MATH  MathSciNet  Google Scholar 

  4. Ioffe, A.D., Penot, J.-P.: Subdifferentials of performance functions and calculus of set-valued mappings. Serdica Math. J. 22, 359–384 (1996)

    MATH  MathSciNet  Google Scholar 

  5. King, A.J., Rockafellar, R.T.: Sensitivity analysis for nonsmooth generalized equations. Math. Program. 55(2), 193–212 (1992)

    Article  MathSciNet  Google Scholar 

  6. Kummer, B.: Lipschitzian inverse functions, directional derivatives, and applications to C 1,1 optimization. J. Optim. Theory Appl. 70(3), 561–581 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  7. Kummer, B.: Metric regularity: characterizations, nonsmooth variations and successive approximation. Optimization 46(3), 247–281 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  8. Lee, G.M., Huy, N.Q.: On proto-differentiability of generalized perturbation maps. J. Math. Anal. Appl. 324, 1297–1309 (2006)

    Article  MATH  MathSciNet  Google Scholar 

  9. Levy, A.B.: Implicit multifunction theorems for the sensitivity of analysis of variational conditions. Math. Program. 74, 333–350 (1996)

    Google Scholar 

  10. Levy, A.B.: Nonsingularity conditions for multifunctions. Set-Valued Anal. 7(1), 89–99 (1999)

    Article  MATH  MathSciNet  Google Scholar 

  11. Levy, A.B.: Lipschitzian multifunctions and a Lipschitzian inverse mapping theorem. Math. Oper. Res. 26(1), 105–118 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  12. Mordukhovich, B.S.: Variational analysis and generalized differentiation. Springer, Berlin (2006)

    Google Scholar 

  13. Penot, J.-P.: Compact nets, filters and relations. J. Math. Anal. Appl. 93(2), 400–417 (1983)

    Article  MATH  MathSciNet  Google Scholar 

  14. Penot, J.-P.: Continuity properties of performance functions. In: Hiriart-Urruty, J.B., Oettli, W., Stoer, J. (eds.) Optimization Theory and Algorithms, Lecture notes in pure and applied mathematics. Dekker, M., New York (1983)

    Google Scholar 

  15. Penot, J.-P.: Differentiability of relations and differential stability of perturbed optimization problems. SIAM J. Control Optim. 22(4), 529– 551 (1984). Erratum, idem, 26(4), 997 (1988)

    Article  MATH  MathSciNet  Google Scholar 

  16. Penot, J.-P., Zalinescu, C.: Continuity of usual operations and variational convergences. Set-Valued Anal. 11(3), 225–256 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  17. Robinson, S.M.: An implicit-function theorem for a class of nonsmooth functions. Math. Oper. Res. 16, 292–309 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  18. Rockafellar, R.T.: Proto-differentiability of set-valued mappings and its applications in optimization. In: Attouch, H., et al. (eds.) Analyse Non Linèaire, pp. 449–482. Gauthier-Villars, Paris (1989)

    Google Scholar 

  19. Rockafellar, R.T., Wets, R. J.-B.: Variational analysis. Springer, Berlin (1998)

    MATH  Google Scholar 

  20. Shi, S.S.: Contingent derivative of the perturbation map in multiobjective optimization. J. Optim. Theory Appl. 70(2), 385–396 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  21. Thibault, L., Tangent cones and quasi-interior tangent cones to multifunctions. Trans. Amer. Math. Soc. 277, 601–621 (1983)

    Article  MATH  MathSciNet  Google Scholar 

  22. Clarke, F.H.: Generalized gradients and applications. Trans. Amer. Math. Soc. 205, 247–262 (1975)

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to S. J. Li.

Additional information

This research was partially supported by the National Natural Science Foundation of China (Grant numbers: 10871216 and 60574073).

Rights and permissions

Reprints and permissions

About this article

Cite this article

Li, S.J., Meng, K.W. & Penot, JP. Calculus Rules for Derivatives of Multimaps. Set-Valued Anal 17, 21–39 (2009). https://doi.org/10.1007/s11228-009-0105-4

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11228-009-0105-4

Keywords

Mathematics Subject Classifications (2000)

Navigation