On strict proto-differentiability of set-valued mappings

Fuente: arXiv
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Main Author: Gfrerer, Helmut
Format: Preprint
Published: 2024
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author Gfrerer, Helmut
author_facet Gfrerer, Helmut
contents We will show that a multifunction is strictly proto-differentiable at a point of its graph if and only if it is graphically strictly differentiable, i.e., the graph of the multifunction locally coincides, up to a change of coordinates, with the graph of a single-valued mapping, which is strictly differentiable at the transformed reference point. This result allows point-based characterizations of strict proto-differentiability in terms of various generalized derivatives. Further we will prove that under strict proto-differentiability the properties of strong metric regularity, metric regularity and strong metric subregularity are equivalent. Finally, under strict proto-differentiability of the subgradient mapping, we provide a novel second-order relation between function values and subgradients for prox-regular functions which constitutes a nonsmooth extension of the trapezoidal rule of numerical integration.
format Preprint
id arxiv_https___arxiv_org_abs_2411_01346
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle On strict proto-differentiability of set-valued mappings
Gfrerer, Helmut
Optimization and Control
49J53, 90C31
We will show that a multifunction is strictly proto-differentiable at a point of its graph if and only if it is graphically strictly differentiable, i.e., the graph of the multifunction locally coincides, up to a change of coordinates, with the graph of a single-valued mapping, which is strictly differentiable at the transformed reference point. This result allows point-based characterizations of strict proto-differentiability in terms of various generalized derivatives. Further we will prove that under strict proto-differentiability the properties of strong metric regularity, metric regularity and strong metric subregularity are equivalent. Finally, under strict proto-differentiability of the subgradient mapping, we provide a novel second-order relation between function values and subgradients for prox-regular functions which constitutes a nonsmooth extension of the trapezoidal rule of numerical integration.
title On strict proto-differentiability of set-valued mappings
topic Optimization and Control
49J53, 90C31
url https://arxiv.org/abs/2411.01346