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.
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This research was partially supported by the National Natural Science Foundation of China (Grant numbers: 10871216 and 60574073).
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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
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DOI: https://doi.org/10.1007/s11228-009-0105-4
Keywords
- Calmness
- Contingent derivative
- Incident derivative
- Proto-differentiability
- Semi-differentiability
- Upper Lipschitz property