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On Directional Metric Regularity, Subregularity and Optimality Conditions for Nonsmooth Mathematical Programs

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Abstract

This paper mainly deals with the study of directional versions of metric regularity and metric subregularity for general set-valued mappings between infinite-dimensional spaces. Using advanced techniques of variational analysis and generalized differentiation, we derive necessary and sufficient conditions, which extend even the known results for the conventional metric regularity. Finally, these results are applied to non-smooth optimization problems. We show that that at a locally optimal solution M-stationarity conditions are fulfilled if the constraint mapping is subregular with respect to one critical direction and that for every critical direction a M-stationarity condition, possibly with different multipliers, is fulfilled.

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  1. Institute of Computational Mathematics, Johannes Kepler University Linz, 4040, Linz, Austria

    Helmut Gfrerer

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  1. Helmut Gfrerer
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Gfrerer, H. On Directional Metric Regularity, Subregularity and Optimality Conditions for Nonsmooth Mathematical Programs. Set-Valued Var. Anal 21, 151–176 (2013). https://doi.org/10.1007/s11228-012-0220-5

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  • DOI: https://doi.org/10.1007/s11228-012-0220-5

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