Displaying similar documents to “Proto-differentiability of set-valued mappings and its applications in optimization”

Derived cones to reachable sets of a nonlinear differential inclusion

Aurelian Cernea (2014)

Mathematica Bohemica

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We consider a nonlinear differential inclusion defined by a set-valued map with nonconvex values and we prove that the reachable set of a certain variational inclusion is a derived cone in the sense of Hestenes to the reachable set of the initial differential inclusion. In order to obtain the continuity property in the definition of a derived cone we use a continuous version of Filippov's theorem for solutions of our differential inclusion. As an application, in finite dimensional spaces,...

A note on the relation between strong and M-stationarity for a class of mathematical programs with equilibrium constraints

René Henrion, Jiří Outrata, Thomas Surowiec (2010)

Kybernetika

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In this paper, we deal with strong stationarity conditions for mathematical programs with equilibrium constraints (MPEC). The main task in deriving these conditions consists in calculating the Fréchet normal cone to the graph of the solution mapping associated with the underlying generalized equation of the MPEC. We derive an inner approximation to this cone, which is exact under an additional assumption. Even if the latter fails to hold, the inner approximation can be used to check...