Variational Stability and Marginal Functions via Generalized Differentiation

Authors:
Boris S. Mordukhovich;Nguyen Mau Nam
Affiliations:
Department of Mathematics, Wayne State University, Detroit, Michigan 48202;Department of Mathematics, Wayne State University, Detroit, Michigan 48202
Venue:
Mathematics of Operations Research
Year:
2005

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Abstract

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.