Stability of Possibly Nonisolated Solutions of Constrained Equations, with Applications to Complementarity and Equilibrium Problems

被引:9
|
作者
Arutyunov, A. V. [1 ,2 ]
Izmailov, A. F. [1 ,2 ]
机构
[1] MSU, Lomonosov Moscow State Univ, VMK Fac, OR Dept, Uchebniy Korpus 2, Moscow 119991, Russia
[2] RUDN Univ, Miklukho Maklaya Str 6, Moscow 117198, Russia
基金
俄罗斯基础研究基金会; 俄罗斯科学基金会;
关键词
Constrained equation; Singular solution; Nonisolated solution; Covering; Stability; Sensitivity; Complementarity problem; Generalized Nash equilibrium problem; GENERALIZED EQUATIONS; COINCIDENCE POINTS; THEOREMS; MULTIFUNCTIONS; CONE; MAPS;
D O I
10.1007/s11228-017-0459-y
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We present a new covering theorem for a nonlinear mapping on a convex cone, under the assumptions weaker than the classical Robinson's regularity condition. When the latter is violated, one cannot expect to cover the entire neighborhood of zero in the image space. Nevertheless, our covering theorem gives rise to natural conditions guaranteeing stability of a solution of a cone-constrained equation subject to wide classes of perturbations, and allowing for nonisolated solutions, and for systems with the same number of equations and variables. These features make these results applicable to various classes of variational problems, like nonlinear complementarity problems. We also consider the related stability issues for generalized Nash equilibrium problems.
引用
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页码:327 / 352
页数:26
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