A Class of Linear Generalized Equations

Authors: Nguyễn Thành Quí, Nguyễn Đông Yên,

https://doi.org/10.1137/120882329

Publisher, magazine: ,

Publication year: 2014

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Abstract

Solution stability of a class of linear generalized equations in finite dimensional Euclidean spaces is investigated by means of generalized differentiation. Exact formulas for the Fréchet and the Mordukhovich coderivatives of the normal cone mappings of perturbed Euclidean balls are obtained. Necessary and sufficient conditions for the local Lipschitz-like property of the solution maps of such linear generalized equations are derived from these coderivative formulas. Since the trust-region subproblems in nonlinear programming can be regarded as linear generalized equations, these conditions lead to new results on stability of the parametric trust-region subproblems.

Tags: linear generalized equation, trust-region subproblem, KKT point set map, normal cone mapping, coderivative, local Lipschitz-like property.