1980Mathematics of Operations ResearchRequires access

Strongly Regular Generalized Equations

Stephen M. Robinson

Open publisher page 985 citations

Abstract

This paper considers generalized equations, which are convenient tools for formulating problems in complementarity and in mathematical programming, as well as variational inequalities. We introduce a regularity condition for such problems and, with its help, prove existence, uniqueness and Lipschitz continuity of solutions to generalized equations with parametric data. Applications to nonlinear programming and to other areas are discussed, and for important classes of such applications the regularity condition given here is shown to be in a certain sense the weakest possible condition under which the stated properties will hold.

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What this paper is about

This paper considers generalized equations, which are convenient tools for formulating problems in complementarity and in mathematical programming, as well as variational inequalities. We introduce a regularity condition for such problems and, with its help, prove existence, uniqueness and Lipschitz continuity of solutions to generalized equations with parametric data. Applications to nonlinear programming and to other areas are discussed, and for important classes of such applications the regularity condition given here is shown to be in a certain sense the weakest possible condition under which the stated properties will hold.

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Available abstract

This paper considers generalized equations, which are convenient tools for formulating problems in complementarity and in mathematical programming, as well as variational inequalities. We introduce a regularity condition for such problems and, with its help, prove existence, uniqueness and Lipschitz continuity of solutions to generalized equations with parametric data. Applications to nonlinear programming and to other areas are discussed, and for important classes of such applications the regularity condition given here is shown to be in a certain sense the weakest possible condition under which the stated properties will hold.

Key concepts: Mathematics, Uniqueness, Lipschitz continuity, Variational inequality, Nonlinear system, Applied mathematics, Mathematical optimization, Parametric statistics

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