Error bounds for 2-regular mappings with Lipschitzian derivatives and their applications

被引:35
作者
Izmailov, AF
Solodov, MV
机构
[1] Russian Acad Sci, Ctr Comp, Moscow 117967, Russia
[2] Inst Matemat Pura & Aplicada, BR-22460320 Rio De Janeiro, Brazil
关键词
error bound; C-1; C-1-mapping; 2-regularity; nonlinear complementarity problem; exterior penalty; rate of convergence;
D O I
10.1007/PL00011406
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
We obtain local estimates of the distance to a set defined by equality constraints under assumptions which are weaker than those previously used in the literature, Specifically, we assume that the constraints mapping has a Lipschitzian derivative, and satisfies a certain 2-regularity condition at the point under consideration. This setting directly subsumes the classical regular case and the twice differentiable 2-regular case, for which error bounds are known, but it is significantly richer than either of these two cases. When applied to a certain equation-based reformulation of the nonlinear complementarity problem, our results yield an error bound under an assumption more general than b-regularity. The latter appears to be the weakest assumption under which a local error bound for complementarity problems was previously available. We also discuss an application of our results to the convergence rate analysis of the exterior penalty method fur solving irregular problems.
引用
收藏
页码:413 / 435
页数:23
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