WIAS Preprint No. 1399, (2009)

Polyhedral systems in finite and infinite dimensions with applications to robust stability of variational inequalities



Authors

  • Henrion, René
  • Mordukhovich, Boris
  • Mau Nam, Nguyen

2010 Mathematics Subject Classification

  • 49J52 49K40 58C20

Keywords

  • Variational analysis and optimization, reflexive Banach spaces, polyhedral sets, parametric variational inequalities, robust stability, generalized differentiation, coderivatives and second-order subdifferentials

Abstract

This paper concerns second-order analysis for a remarkable class of variational systems in finite-dimensional and infinite-dimensional spaces, which is particularly important for the study of optimization and equilibrium problems with equilibrium constraints. Systems of this type are described via variational inequalities over polyhedral convex sets and allow us to provide a comprehensive local analysis by using appropriate generalized differentiation of the normal cone mappings for such sets. In this paper we efficiently compute the required coderivatives of the normal cone mappings exclusively via the initial data of polyhedral sets in reflexive Banach spaces. This provides the main tools of second-order variational analysis allowing us, in particular, to derive necessary and sufficient conditions for robust Lipschitzian stability of solution maps to parameterized variational inequalities with evaluating the exact bound of the corresponding Lipschitzian moduli. The efficient coderivative calculations and characterizations of robust stability obtained in this paper are the first results in the literature for the problems under consideration in infinite-dimensional spaces. Most of them are also new in finite dimensions.

Appeared in

  • SIAM J. Optim., 20 (2010) pp. 2199--2227 under the new title "Second-order analysis of polyhedral systems in finite and infinite dimensions with applications to robust stability of variational inequalities''.

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