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

Abstract.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 for solving irregular problems.

[1]  Zhi-Quan Luo,et al.  Error bounds for analytic systems and their applications , 1994, Math. Program..

[2]  O. Mangasarian Equivalence of the Complementarity Problem to a System of Nonlinear Equations , 1976 .

[3]  S. M. Robinson Local structure of feasible sets in nonlinear programming, Part III: Stability and sensitivity , 1987 .

[4]  Jerrold E. Marsden,et al.  Applications of the blowing-up construction and algebraic geometry to bifurcation problems , 1983 .

[5]  Anthony V. Fiacco,et al.  Nonlinear programming;: Sequential unconstrained minimization techniques , 1968 .

[6]  K. G. Murty,et al.  Complementarity problems , 2000 .

[7]  C. Kanzow Some equation-based methods for the nonlinear complementarity problem , 1994 .

[8]  O. Mangasarian Some Applications of Penalty Functions in Mathematical Programming. , 1986 .

[9]  E. R. Avakov Theorems on estimates in the neighborhood of a singular point of a mapping , 1990 .

[10]  Andrei Dmitruk,et al.  LYUSTERNIK'S THEOREM AND THE THEORY OF EXTREMA , 1980 .

[11]  R. J Magnus,et al.  On the local structure of the zero-set of a Banach space valued mapping , 1976 .

[12]  A. A. Tret' Yakov Necessary and sufficient conditions for optimality of p-th order☆ , 1984 .

[13]  E. P. Avakov Necessary extremum conditions for smooth anormal problems with equality- and inequality-type constraints , 1989 .

[14]  Aram V. Arutyunov,et al.  THE LEVEL SET OF A SMOOTH MAPPING IN A NEIGHBOURHOOD OF A SINGULAR POINT AND THE ZEROS OF A QUADRATIC MAPPING , 1991 .

[15]  Francisco Facchinei,et al.  A New Merit Function For Nonlinear Complementarity Problems And A Related Algorithm , 1997, SIAM J. Optim..

[16]  Liqun Qi,et al.  Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations , 1993, Math. Oper. Res..

[17]  Andrzej Szulkin Local structure of the zero-sets of differentiable mappings and application to bifurcation theory. , 1979 .

[18]  Masao Fukushima,et al.  Solving box constrained variational inequalities by using the natural residual with D-gap function globalization , 1998, Oper. Res. Lett..

[19]  Olvi L. Mangasarian,et al.  Nonlinear Programming , 1969 .

[20]  M. Fukushima Merit Functions for Variational Inequality and Complementarity Problems , 1996 .

[21]  P. Pardalos,et al.  Handbook of global optimization , 1995 .

[22]  G. Isac Complementarity Problems , 1992 .

[23]  Olvi L. Mangasarian,et al.  Nonlinear complementarity as unconstrained and constrained minimization , 1993, Math. Program..

[24]  Jong-Shi Pang,et al.  Error bounds in mathematical programming , 1997, Math. Program..

[25]  Michael C. Ferris,et al.  Complementarity and variational problems : state of the art , 1997 .

[26]  R. Mifflin Semismooth and Semiconvex Functions in Constrained Optimization , 1977 .

[27]  A. Ioffe,et al.  Theory of extremal problems , 1979 .

[28]  Francisco Facchinei,et al.  A Theoretical and Numerical Comparison of Some Semismooth Algorithms for Complementarity Problems , 2000, Comput. Optim. Appl..

[29]  Alexey F. Izmailov On some generalizations of Morse lemma , 1998 .

[30]  Jong-Shi Pang,et al.  NE/SQP: A robust algorithm for the nonlinear complementarity problem , 1993, Math. Program..

[31]  Franco Giannessi,et al.  Optimization and Related Fields , 1986 .

[32]  Jong-Shi Pang,et al.  Nonsmooth Equations: Motivation and Algorithms , 1993, SIAM J. Optim..

[33]  E. R. Avakov,et al.  Extremum conditions for smooth problems with equality-type constraints , 1986 .

[34]  P. Tseng Growth behavior of a class of merit functions for the nonlinear complementarity problem , 1996 .

[35]  Dimitri P. Bertsekas,et al.  Constrained Optimization and Lagrange Multiplier Methods , 1982 .

[36]  Alexey F. Izmailov,et al.  The Theory of 2-Regularity for Mappings with Lipschitzian Deriatives and its Applications to Optimality Conditions , 2002, Math. Oper. Res..